I started with Macs in 1988 and did not have my current problem until iCloud and my own understanding of it - which is still in doubt.
In System Settings/Internet Accounts I have my regular account and an iCloud account. I had tried shutting off iCloud there.
Then I went to Mail/Settings/Accounts/Mailbox Behaviors and set them alike but both were checked enabled acoounts and I unchecked the iCloud so just my original was checked.
Then I deleted my mail account and then put it back into the system as it was recommended be done by a community member. That changed the mailbox behaviors and I left it there.
I noted everything was screwed up - the rules and the smart mailboxes were not performing as they should and email were being trashed (or some sent to iCloud by some manner)
So I re-enabled both the original account and the iCloud account and all was well again. This morning everything is working as it should - currently Mail is re-learning Junk filtering as I had reset that option. Mail/Settings/Junk Mail.
I do not know if my circumstance relates to yours but I had been requesting help from the community and you were the only answer.
I had to completely focus on what I had done and what the results were and at first not realizing my errors. But I cannot understand why my original account becomes so dependant on iCloud nor why they cannot stay as independent entities.
If you are having problems if you are using iCloud I hope my experience will somehow help you resolve what seems to be a backward view of the use of iCloud and its blending into my original account.