Thanks for your response.
Yeah, I just noticed that spam sieve had been missing a ton of obvious spam and saw that in the headers. I have an important work email address that unfortunately receives thousands of spam per day. Spam Sieve has helped reduce that, but it hasn’t solved my spam problem. (We can’t configure Spam Assassin to have the server discard the spam email just in case the email were valid).
For now, I just set up a rule in mail app to move spam to the spam folder where X-Spam-Flag = Yes. Mail App rules allows you to add your own header items using the “Edit Header List” in the header pulldown.
If there were a wishlist item for a future Spam Sieve improvement, I think it could be cool if spam sieve would implement something similar to Mail App’s “Edit Header List”… so users could add their own blocklist/whitelist rules for X-Headers.