Go to Mail ‣ Settings ‣ Accounts ‣ Account Information and set Download Attachments to All for each account.
(If there is a particular old message that you want to train, but which has not been fully downloaded, it may help to open it in its own window and/or to use File ‣ Save As… to save it in Raw Message Source format. That can trigger Mail to finish the download. Another option is to copy the message to a different mailbox and then train the copy.)
In Mail’s Settings window, click on the Accounts tab, then your account, then the Server Settings tab, and uncheck Automatically manage connection settings. (This option is not available for all account types. In previous versions of Mail, this option was called Automatically detect and maintain account settings and was in the Advanced tab.)
Make sure that you have granted SpamSieve Full Disk Access, as this massively speeds up the Check inboxes for new messages not sent to Mail extension, Filter spam messages in other mailboxes, and Add green flag to unread good messages features.
It may help to uncheck SpamSieve in the Extensions tab of Apple Mail’s settings, while leaving Enable spam filtering using Mail extension enabled in SpamSieve’s settings. This can work around bugs in Mail that can cause Mail to redownload a message or hang if it’s talking to the SpamSieve Mail extension while SpamSieve is filtering a mailbox.
You can reduce the filtering overhead by setting SpamSieve to check for new messages less frequently. This can also help if a slow network connection is preventing Mail from fully downloading all the messages in a timely manner.
If you have a very large inbox (more than 200,000 messages) or other mailbox selected for filtering, SpamSieve is able to quickly check it for new messages that need to be filtered. However, there can be a slight delay when SpamSieve finds a new message and asks Mail to read it or move it to the Junk mailbox. If there are many such new messages, this delay can be noticeable in Mail’s responsiveness. You can see in Settings ‣ Apple Mail ‣ Filtering which mailbox is currently being filtered to see which one might be causing the slowness. The Select Mailboxes to Filter… sheet also shows the total number of messages in each mailbox. Once you’ve identified the slow mailbox, you can speed up its filtering by moving older messages to an unfiltered mailbox.
If you are using the Apple Mail - Remote Training, Apple Mail - SaneBox, or Apple Mail - Server Junk Mailbox script, try unchecking the Mail rule that runs the script and see if that helps. You can also run the script in Script Editor to see if it is taking a long time to complete.
It sometimes helps to restart your Mac in safe mode, as this can clear out cache files that may be damaged and temporarily disable other software that may be conflicting.
If you need further assistance, please see the Sending in a “Sample” Report section for how you can record what Mail is doing so that we can investigate the cause of the slowness.
If necessary, for troubleshooting purposes, you can temporarily turn off SpamSieve by selecting Disable spam filtering in Apple Mail in Settings ‣ Apple Mail ‣ Setup.