Mail in OS X and iOS not able to keep Junk messages in the folder

Probably 3 or 4 times now I've gotten some spam that made it through the various filters and into my inbox. I then mark it as junk using either built in mail application on my Mac or iPhone, and the next time I check it is back in my inbox.

This isn't just a lag in the IMAP update between devices, I've seen that happen, but this is a separate issue. It occurs even when I check later on the same device. There is a similar question here but it seems to be dealing with the iOS/Mac mail interaction.

I check multiple accounts, and I'm not able to tell which account these messages are coming to because the "to" field is spoofed.

I'm using iOS 8.1.3 and Yosemite 10.10.2 but I'm not certain that this behavior didn't begin before these updates.