Apple mail sends everything to archive: sent mail. All incoming mail, spam, etc
Apple Mail rules (and, thus, SpamSieve) don’t process sent messages, so this is probably not related to SpamSieve at all. You can temporarily uncheck the SpamSieve rule in Mail’s preferences while you troubleshoot Mail and make sure everything is working properly before re-enabling SpamSieve.
Please check the Mailbox Behaviors settings for your account in Mail’s preferences and make sure that each special mailbox is configured to use the right mailbox (not the archive).
If you are using Gmail, it’s normal for Mail to show copies of all messages in the Archive. You can configure Gmail not to archive spam messages.