Mac Mail: Misclassified 'spam' mails disappear when transferred to an IMAP mailbox

This question has been asked before, but I couldn't find any discussion of it after 2006!

In Apple Mail, some messages are getting automatically classified as 'spam', with a yellow banner at the top of the text, and placed in the Junk folder, when they are not spam. When I drag them into another mailbox situated on an IMAP folder, they don't go there. They disappear irrecoverably. The same thing happens if they are marked as 'Not spam'.

I've tried looking at the mail on the server using a browser, and sometimes they appear there, greyed out and with a circle and bar icon next to them, and can still be read and replied to in the browser. But other times they are nowhere to be seen.

This does not happen to any emails that fall into Junk boxes but do not have the auto-generated yellow 'spam' banner at the top.

Another odd thing, that might be significant, is that in the browser, the 'Junk' folder is called 'Spam' instead.

Time Machine is of no help in recovering any emails. It shows no IMAP emails at all.

This is a major pain. What is one supposed to do with misclassified spam emails to save them? Take a photograph?