Did you see the SpamSieve commands in Apple Mail’s Message menu when it was enabled?
There’s a known issue related to Apple Mail training on an Apple Silicon Mac. I’m not aware of any issues on Big Sur that prevent the filtering from working or that needlessly “takes me through steps which I have done.” So please be more specific about exactly what error messages you are seeing.
Please see If the Apple Mail Plug-In Doesn’t Appear in the List or Doesn’t Stay Enabled.
If there are still issues, you could send in a diagnostic report. Please do not make any other changes to Mail or SpamSieve, as that would invalidate any information that you’ve already reported.