Thunderbird filters operate only on the Inbox. If your email provider is moving them to a Spam folder then you'll have to resort to running a filter manually.

I haven't looked at Gmail's spam filtering to any great depth. ISTR that they don't offer you much say in what it does, and one of my Gmail accounts constantly suffers from good messages being misdiagnosed as bad.

In contrast, another of my accounts is served by roundcube, and the user cpanel there allows you to choose how spam is dealt with. That would allow you to have spam labelled and left in your Inbox, which would better suit your needs.

I have a filter rule that acts on the folder name. It may have come by way of installing the FiltaQuilla add-on. It means you can set a filter which operates only on your spam folder, and so can move all the messages for you. But you would have to run this filter manually.

It's probably just as easy to ctrl+a your spam folder and then move the messages en bloc to your preferred location.

Why on earth would you want to keep spam? Mine survive just long enough to be used in training, or possibly reported. Then it's gone. If you're collating spam for research then you really should do better than work with it in an email client.

Related question to above: I still use AOL (ugh!!) and their spam/junk filters act on incoming and shunt what it thinks is junk or spam to it's own folders. This is working OK, but they periodically delete JUNK and SPAM emails from those folders based on date (I think). If they delete those emails, will the SPAM and JUNK filters rely on another database of known spam/junk headers collected from user input, even though they are no longer saved in my spam/junk folders on their server? Bottom line is whether once a user tags SPAM or JUNK, once those individual emails are deleted, will the filters continue to recognize them from an external database?

Thanks for any help Chas P