I upgraded to Mojave, and enabled SpamSieve. It is currently filtering, but I am not able to “Train as Spam.” I can use the key command or the menu, the menu blinks, but the email does not move to the Spam folder and future similar emails are not filtered. It worked fine before the Mojave upgrade.
Please try the SpamSieve 2.9.34b3 public beta.
Installing the Beta worked.