I just purchased a new S7. My old S4 had a spam folder for my email (Verizon.net) There is no spam folder or way to move spam from my email.
Could you have the email account setup differently on this phone from the old phone?
The employee at vz wireless activated the phone and did all the transfersame. I took the phone back after trying for days to add spam folder to my email. No luck at store. Called Samsung support with no help.
Remove the email account from the phone and add it back yourself with the server you need.