Hey there MaxFS,
If you haven't already, try enabling the blocked mail filter so you can control email messages from blocked senders and designate where they go:
Use the Blocked pane of Junk Mail settings in Mail to change options for blocked senders.
To change these settings in the Mail app
on your Mac, choose Mail > Settings, click Junk Mail, then click Blocked.
Continue here for more details and options regarding blocked mail settings: Change Blocked settings in Mail on Mac - Apple Support
To continue helping with junk or blocked mail, try out the recommended steps here also: Reduce junk mail in Mail on Mac - Apple Support
Take care!