If Cox or their vendor is flagging email from cox-notification@coxforums.com as spam, you'll probably have to turn off spam filtering to prevent them from going to your Spam folder. I wouldn't necessarily recommend that though. It could create a bigger problem than you have now.
Did you want to receive the email notifications, just not in Spam? If you did, where is the setting to request them? I thought the only Forums setting that actually worked was the "Subscriptions" tab.
I’m skeptical that Forum notification emails are being flagged as spam by Webmail. It just seems unlikely that Cox would allow that for their own emails.
It's my understanding that email spam rules are applied before an individual's Filter Rules. I wrote a rule to file Forum notification emails into a "Forums" folder so that I could keep track of when they were being received. The last email in that folder was dated 2/10/2021. That means Forum notification emails weren't being flagged as spam when receiving them as unwanted emails was a widely known issue. I haven't received any since then.
Someone with access to your Webmail may have written a rule to file email received from that email address into Spam. You should check your Filter Rules. If that's not it, I don't know what to tell you. Let us know what you find.