Problem: Mail is not being moved to the users spam folder even though the policy is set to move to spam folder.
Policy Spam Action
First double check that the policy spam action is set to move. Remember that spam policies are hierarchical meaning that any child policy at the mailbox or domain level can override the default server level. See here for more information.
Restart the Dovecot service
The dovecot service is what moves the spam messages to the Spam folder. Sometimes restarting the dovecot service can fix things.
systemctl restart dovecot
Plesk Email Security
Plesk Email Security can leave old sieve filters which can interfere with Warden's own sieve filters. You can check for old Plesk Email Security sieve filters using the command:
find /var/qmail/mailnames -name ".dovecot.sieve" -type f -exec grep -H "Plesk Email Security" {} \;
You can delete the old Plesk Email Security sieve filters with the command:
find /var/qmail/mailnames -name ".dovecot.sieve" -type f -exec grep -H "Plesk Email Security" {} \; -delete