Is there a setting to prevent -deleting mail across all devices-

iCloud email does not support POP, so you are stuck with IMAP on that account and deleting from 1 device will delete them from all. There is not a setting to change this behavior and for me it has always worked that way, so not sure how you were able to delete from one device before.

There are 2 types of email accounts. The one you are referring to is called an IMAP account and the emails are stored on your providers servers, so when you delete one off of there, they are no longer available to the other devices that use the same email.

The other option and the one you want is called POP. With this type each device downloads the emails from the providers servers. When you delete an email, it will just delete it from the device without affecting the emails on the other devices.

Most email providers offer both types, although the settings may be different. When setting up a new email account on the iPhone, it will automatically add it as an IMAP type. To allow you to change it to a POP type, the trick is that you don't enter the correct password when adding, then the phone will fail to find the IMAP account and give you the option to change it to POP as well as provide the correct password.