Here is a process to get rid of mac/me/icloud.com spam that seems to be partially working for me. Let me know if it works for you. I never post on these boards but this issue has ****** me off so much I can't help it. I need to share.
BTW - I did indeed contact support and file a ticket. Same BS response as others. Can't imagine it helped unless thousands of others do the same.
My suggestions to apple:
1.Figure out why your spam filter *****. I have ZERO spam problems on gmail.
2. On mail app make a shortcut for the "forward as attachment" and allow multiple emails to be reported to spam simultaneously.
3. Allow forward as attachment on icloud.
4. Synchronize rules/junk filtering from mail app back to icloud so that training spam on your computer teaches icloud servers and vice-versa.
My solution for now.
1. Train spam filtering on icloud.com, not on mail app on personal computer. This will result in spam being directed into the junk folder on you iphone and mac.
2. How to deal with spam on iphone. If you just delete spam messages it doesn't help. You need a way to get them out of your inbox easily but deal with them later in the appropriate way. I created another folder (Temp SPAM). When looking at mail from my iphone and I find spam, I click edit, select all spam messages in the inbox and move them to my Temp SPAM folder. This takes care of the annoyance rapidly without much hassle. I don't just move things to the junk folder, since I can't mark them as junk and teaching the system to recognize junk is the most important step in filtering.
3. Once a week I log into icloud.com. I can't handle doing it any more frequently since I really don't like the interface. I go to the Temp SPAM folder and individually mark all messages as junk. This automatically moves them to the Junk folder. This results in teaching icloud.com what is spam/junk before it gets to my mac or iphone. I've seen a substantial improvement in spam filtering and now most of the spam I get ends up in my junk folder before I ever see it. My rage is subsiding.
4. I then look at all messages in my junk folder on icloud.com. If there are any real messages (incorrect junk), then I mark them as not junk. You need to do this on icloud as well since this is what is prefiltering your mail.
5. I do not know of a way to forward messages as attachments (the way you are supposed to send messages to spam@me.com so the headers are intact to trace the actually spamming party) on icloud.com or my iphone so I deal with reporting spam on my mac.
6. Once a week (after doing #3 & 4) I log into my mac mail, allow the mail to update, then go to my junk folder which now has all junk and no emails that are incorrectly marked as junk. I then proceed to forward every single spam message (as an attachment) to spam@me.com and delete them. I have no idea if this makes any difference whatsoever, since the spam techs as apple seem fairly inept, but I do it to hopefully stop the spammers at the root.
Anyhow, now when I check email on my phone or personal mac, most of the spam (about 80%, certainly not all) acutally shows up in the junk folder before it goes anywhere else - after doing this for only about 1 month. It is really the only thing that has worked for me at all. And an 80% reduction is heavenly.
Hope this helps someone else.