Whatever I do, this appears
When I activate the rules, Spamsieve deactivates it. 
SpamSieve’s plug-in for Apple Mail is not loaded because it is disabled or Mail is not running. When using macOS 10.14, it is normal for the plug-in to be disabled following a macOS or SpamSieve update. Without the plug-in, SpamSieve’s Mail rules cannot function properly and may move good messages to the Spam mailbox without consulting SpamSieve. To prevent this from happening, SpamSieve has deactivated the following Mail rules:
SpamSieveSpamSieve will walk you through the process of adjusting macOS’s settings to enable the plug-in. Once this is done and you’ve relaunched SpamSieve, it will try to re-activate the Mail rules for you.
You can also re-activate the rules manually (once you see SpamSieve’s commands in Mail’s Message menu, so you know the plug-in has loaded) by going to the Rules pane of Mail’s Preferences window and clicking the Active box next to each rule.