Both the errors and the debug logging go to the Console app, not Script Editor. You can enter SpamSieve [Apple Mail Rescue Good Messages] in the Search field of Console before running the script to make it easier to see them.
Those settings are correct. Based on your post above, it sounds like either the script is not being applied or that it’s encountering an error. If the problem were with these settings, SpamSieve’s Log window would say Predicted: Spam for the messages, but you said it didn’t say Predicted for them at all.