I am having the same problem. The TrainGood and TrainSpam folders appear in Apple Mail on my Mac but not in the list of folders on my iPhone. Note that my email address is provided through GoDaddy so it is a Microsoft Exchange Account and not an IMAP account.
Do they appear inside the Exchange account on your Mac or under On My Mac? Do the other Exchange mailboxes match between the Mac and iPhone? Perhaps you could post some screenshots.
They appear inside the Exchange account on the computer. And yes, all of the other Exchange mailboxes appear correctly on both the computer and the phone. Interestingly the TrainSpam and TrainGood mailboxes appear correctly for my iCloud account.
Are you able to view the Exchange account in Webmail, and do the training mailboxes appear there?
The training mailboxes do not appear in webmail either.
I have a second Exchange email account with the same problem.
Sounds like there’s an error with Apple Mail on the Mac syncing the mailboxes to the server. I suggest that you delete them on the Mac and then create mailboxes with those names using Webmail, and then hopefully they will show up on all devices.
That worked