I had been searching for years to avoid my own camera video alarm to be placed into spam by my Mail spam filter.
I finally understand the problem and have found a solution so I share it here.
The camera, an Axis model, can be configured to send mail by connecting to a smtp server.
The smtp server will send mail to an alias address that will be redirected to a final address.
Then the final address will be retrieved from the Mail app.
And in Mail app, the mail will likely not be stored online as the addition of images by these video will unnecessarily bite into iCloud storage plan (your mileage may vary)
The source of the problem is that Mail/iCloud won't allow you to force a message as "not spam" if it has decided otherwise.