Important Emails falling into Junk Folder even after setting preferences on MacBook Pro

As tbirdvet indicated, these messages are being marked as spam in the server, and your mac is honoring that flag.

By "website", he meant the webmail interface of your mail provider, not the company sending you the e-mails - for example, with a gmail account you'd go to www.gmail.com, and with an icloud account you'd go to icloud.com

Also: to give your rules priority over these mails flagged as spam,

go to

Mail->Settings->Junk Mail

and make sure that "When junk mail arrives" is set to something other than "move it to the Junk mailbox".

Optionally, you may also want to UNcheck "trust junk mailheaders in messages".

Try it this way for a bit; if you don't get a lot of junk mail, it should be ok to leave this off.

Have you selected the Not Junk toolbar item after selecting the message in question? Frequently you have to unlearn what is junk. Sometimes you have to rebuild your spotlight index:

Rebuild the Spotlight index on your Mac - Apple Support

Reduce junk mail in Mail on Mac - Apple Support

has the variety of options you can do to manage your junk mail indepedent of rules. If the issue began with rules, first try to identify which rule was messed up.

Quit Mail & login to your WebMail in a Browser, see if they're coming into the server as junk.

Spotlight manages the searching of text files throughtout Apple's apps, and the ability to search for content. As such it builds an index of email, and other essential documents using a big metadata index.

When it gets corrupted the metadata index can yield false positives like what you are having.

Rebuilding the index allows you to rebuild the index from scratch.

Your email address is the source of your email from your email provider.

If you have a website hosted by another internet host, and use that for email, contact the host, they may have their own email filtering. If you get email from AOL, they may have their own built-in spam filtering. The point is something is tagging these emails spam, and you have to find out why. Is it a filter set by Mail, or is it a filter set by your email host?

I had a similar issue. try this; Go to your email provider's web site and move them from junk to inbox. I did this and they are now coming into my inbox without any rules.

Probably because you already moved them. The next time you get the email in the junk folder do not move. Go to your provider's site and then move them there.