sierra mail 10.3 no advanced tab

As per this article : Mail for Mac: Mailbox Behaviors preferences in Mail

Erase deleted messages :

If you selected None for Trash Mailbox, you can choose to have Mail permanently delete messages automatically.

If your email account provider sets up the server to delete older messages, the messages are deleted regardless of how you set this option.

Perhaps , you can select the options , by going to mail preferences > mail box behaviours and click on drop down arrows of erase deleted messages and select the options .

you can set what you want in the Mail settings (see picture),

after that you log in with the browser in the mail provider and set what must happen on the server.