There are no known problems with filtering after waiting from sleep. The brown menu bar icon means that you used the Train as Spam command and it’s still in progress, perhaps because Mail didn’t respond. This could mean that the filtering is blocked for the same reason, not because SpamSieve isn’t trying to filter. You can see in the settings:
whether SpamSieve is in the process of filtering.
You might be running into a Mail bug regarding extensions. Please try the suggestions here.