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I read my email on my phone. I rarely (read: never) use Cox's webmail as it's simply not a good format for mobile mail.
I use the Gmail app on my phone to read and send email, however, Cox doesn't send the Spam or Junk folders. I have several Cox email accounts and every one of them exhibits this behavior - no spam or junk folder.
This is on a clean and fresh installation of the Gmail app on a new Galaxy S21 Android phone.
I have gone to the webmail settings and made sure that Spam/Junk is marked as Subscribed in the IMAP settings.
This is only important because sometimes email is delivered to Spam/Junk by mistake and I have no way to check those folders.
How do we fix this?
Actually, it seems to just be this one account, my main email account! The other Cox accounts all have a Spam folder when using the Gmail app! I see no difference in how the accounts are set up in Cox's own settings and the Gmail app setup is very simple: provide the IMAP server settings, username and password. I have no filters set up and all folders have their "Subscribed" option checked in the Cox IMAP settings.