On thing I did, which worked out was the following:
- Crate a new mail folder ("Temporal"), move all folders from the messy one to the "Temporal" one.
- The folders were moved in alphabetical order.
- Erase the original folder and rename the "Temporal" with the right name.
This appears to work and now every time I create a new folder it is placed alphabetically.
So, there appears to be some sort of sequel left from previous mail versions...
As far as I can tell now it appears to work, of course, until the next untested and unprofessional OSX release that has been characterizing the Apple company for a while - closer and closer to Windows performance.
We should seriously consider Linux, more reliable and by far cheaper...