Noob questions

Yes, there are different background colors depending on how spammy it thinks the message is. You can also look for the message in the Log window.

iCloud Drive is not suitable for doing that. There’s some more discussion of that here.

On macOS 11 and earlier, Apple Mail only supported plug-ins. On macOS 14 and later it only supports extensions. On macOS 12 and 13 it supports both, so you have a choice. If you have macOS 13 or later I recommend using the extension setup.