Hello roxaroon,
Thank you for using Apple Support Communities.
We understand that you have the setting for keeping deleted email set for never, but it will reset to "after one week". Your emails are then removed from all your devices and the server, which isn't an iCloud server. We would recommend taking a look at the following support article:
Delete and recover emails in Mail on iPhone - Apple Support
Specifically, this section:
With some email clients, you can set how long deleted emails stay in the Trash mailbox.
- Go to Settings > Mail, then tap Accounts.
- Tap your email account, tap Mail (below Advanced), then tap Advanced.
- In the Advanced settings, tap Remove, then select a time interval.
Note: Some email services might override your selection; for example, iCloud doesn’t keep deleted emails longer than 30 days, even if you select Never."
You may want to take a look at the settings for your email server settings that may be affecting this.
Best regards.