Is there a program to scrub malware from email?Created rules are not working on some spam addresses.

Some mail servers can be programmed to delete mail from specific users. Check with the mail provider that you're using, and see what sorts of filtering and rules that they offer. Many do offer an immediate blacklist setting.

Within macOS, macOS Mail.app itself can have a rule added that does this, but the Mac will have to be running all the time for the rule to be available and processed and the mail deleted — that can work fine if you're just getting mail on the Mac, but having the Mac filter mail can be a problem if you're also getting mail from the same account on (for instance) an iOS or Android device and the Mac isn't always booted and running.

I've had good success with the add-on SpamSieve tool. That's worked far better than does the in-built spam filtering, and is quite flexible and customizable. Though like using mail rules, the Mac has to be running for the filtering to work.

You're probably not running macOS Server here (this community is intended for folks running macOS Server, and which includes a mail server), but if you are, then it's possible to configure the Postfix mail server to drop the messages for you on the server. If you really are running macOS Server, post up the version and I'll get a better command for you; here's the general blacklist sequence in the Postfix configuration. That'll vary slightly, depending on how old your version of Server.app or OS X Server is...

Ah, so these are not arriving from a few consistent addresses? If so, then is this an attempt to use email rules to block spam? Because that won't work. The spammers vary the sources and the content to prevent exactly that. If your email address has been harvested and if the integrated spam filter isn't working for your needs, then your best approach is probably upgrading to SpamSieve as I've found that's much better at catching spam. Or maybe moving to an email hosting provider that has more aggressive or more tunable filtering, if you control the email domain. Or enabling additional or optional filtering at your present email hosting provider, if you don't control your email domain.

What did Apple support look at, when you chatted with them? This so that folks here don't repeat the questions and answers that have already been considered...

For instance, I'd expect that if the spam was getting past the mail rules, there would be something off with the filtering rules; the rules aren't matching the spam, or there's maybe something on the mail server or in previous rules that's causing the particular rules for these messages to not to be processed. But I'd expect that Apple support would have looked at the raw mail message headers for the messages involved and the specific mail rules intended to filter the messages. (If they didn't rummage in the headers and the rules, then I'd definitely start there.)

For now, I'd run and then post the report output from Etrecheck as a cut-and-paste, as that'll spot most of the common dreck, and it'll provide details of the macOS and add-on software that's been installed on your Mac.

MalwareBytes is not something I typically run, but there are folks around here that do recommend that as part of spotting locally-installed malware.