Apple Mail on macOS Sonoma 15.0 beta. I have multiple accounts set yup in Mail (iCloud, Gmail, private mail server, …). For each account I have TrainSpam and TrainGood folders.
Today I accidentally moved a message from the Junk folder in my Gmail account (where it had been placed by SpamSieve) to the InBox of a different account (I meant to move it to the InBox of the Gmail account). When SpamSieve processed the message in the TrainGood folder it deleted it. Without a trace. Totally gone. Not in any folder anywhere (including Junk and Trash).
I can easily reproduce this behaviour 100% of the time. While I agree that one should not do this of course (usually I use the Train as Good and Train as Spam keyboard shortcuts), I do think this is rather bad behaviour on the part of SpamSieve…
There is a longstanding (since macOS 10.15) bug in Apple Mail where moving a message from one account to another can instead sometimes delete it. This is not related to SpamSieve. My guess is that this may be what you’re running into and that the message is being lost before SpamSieve sees or touches it, because we’ve not heard any other reports of SpamSieve losing messages when moving them out of the TrainGood mailbox.
That said, if it’s related to SpamSieve, you’re in luck because the Log window will say Trained: Good (Manual) for this message, and SpamSieve saves a copy of the trained messages, so that you can restore them to Apple Mail if necessary.