I’ve deleted my Hotmail accounts on every device and reinstalled twice now, the Train folders show up (and work) in iCloud email accounts, but not with Hotmail. Until sorted out, can I move emails from Hotmail to the iCloud training folders? I assume these folders are not account specific? Thanks
You could try creating mailboxes with those names in the Hotmail account yourself.
Moving e-mails to the iCloud training mailboxes should also work, but:
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Some versions of Mail have a bug where (in some cases) moving messages across accounts instead deletes the messages. I would test this with some messages that you don’t care about first.
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After training from the iCloud mailboxes, SpamSieve will move the messages to the iCloud Inbox or Junk. You would need to move them back to the Hotmail account if that matters to you.