OK, the mystery of the vanishing email is resolved. Speaking of which ...
You can stop BT Yahoo! SpamGuard from automatically sending suspected spam messages to your Bulk folder if you want. It’s hard for us to imagine why you would want to do this, but you’re the boss.
Well, in my case, the fact that (1) I never asked them to turn it on in the first place, (2) if they ever told me they were doing so then I missed it, and most importantly (3) the 25% false positive rate, would be "why I would want to do this". But I can understand that those reasons might be a bit too subtle for the good folks at BT.
Presumably the 25% false positive rate (by which I mean: over 1/4 of the messages in my BT "spam" folder were in fact not spam) is the result of a self-training filter going unstable because, not knowing it was there in the first place, I never went through telling it what messages it had misclassified.