Update 4/17/2023: My situation has not improved. I have tried changing all of the settings in the Mail app and on iCloud on the web, I have signed out signed in, restarted, reset the SMC, reset the junk filter itself, examined long headers in emails, fired up Terminal, and I am up to 160 junk mails today, and it's barely 9:30 this morning. This used to work really, really well. I hate to editorialize in a support comment, but: modern Apple hardware is impressive indeed - the software side is the worst I have seen it in some time, truly a very long, epic time, not just in terms of functionality, but design as well. I have never encountered this level of trouble with iCloud, or with Mac OS in general, over 30 years, I am very much a power user, and I am at a loss.
This is something on *your*side, Apple, and you need to fix it. These are the sorts of things Microsoft's customers just accepted back in the day. Apple is supposed to be the alternative to that.
Please fix it, Apple. My website gets less spam, and it does not utilize your tools. This used to be the most secure email account I had. Something is clearly not right. I have now encountered people not just in these forums, but that I actually know in real life, who are encountering the same issues, and the OS version seems to be a triviality.