I asked for advice on how to filter emails such that known spam was deleted immediately from the server, while keeping a record in case of false positives. I hoped to do this directly in Apple Mail, but based on my research I found this to be impossible.
So I’ve gone back to using Spamfire, a program from Matterform that does just what I need. I have used it for a while, but in the past few months I started having more and more problems with it – in particular, it seemed to corrupt the mail spool on the POP server I was using. I hope it works better this time around.