Thanks, but none of these ideas work.
If you consider that Apple is filtering some emails from a sender, but not all, then making them a VIP doesn't fix that. Apple's algorithm is clearly seeing some of the emails as malicious (not just junk) and there is no simple way to tell Apple that they are mistaken.
Some of the Apple staff I talked to claimed that Apple doesn't filter emails at all, but then I spoke to one who confirmed that Apple does in fact filter out emails (before they get to your iCloud Mail account). There is no 'whitelist' facility, so it required getting Apple to escalate this issue to their engineers to finally get it fixed (and they did finally fix it).
I am now receiving the emails, but surely Apple could offer something like a whitelist facility so we could override the Apple algorithm when it gets it wrong (I will add that I am sure that 99.9% of the time the filtering is great, but when it gets it wrong it should be easy to fix).