Yes Windows 10 Mail is widely noted for lacking even the most basic of business processes where your mail is concerned. You can't create or delete IMAP folders, There's no SPAM filtering, etc., the list is so extensive that I'm sure you've read much about it in your Googling already, so I won't rehash it here.
First, you should be able to configure some SPAM scrubbing via your server - you said you're using Hotmail. Login, and do what you can there, beyond that, your stuck... unless, you decide to use something like OfflineIMAP which can easily solve your problem. Instead of picking up your mail directly from hotmail, you configure your client to instead pick it up from your OfflineIMAP server, which in turn picks up your mail from your hotmail account and applies the filters.
You can also install something like Thunderbird, which has excellent adaptive junkmail filters - it takes a bit of learning time for Thunderbird to know what you want to consider Junkmail, but you can create additional filters putting mail from your regular contacts into folders of their own, etc., then peruse your junk folder to make sure that mail you're about to delete is really junk. If it's not junk, then unmark it as such and Thunderbird will add that to its adaptive junk logic controls.
There are other email clients out there, but I don't know what else will run on a Windows Phone (I actually haven't heard of anyone using those phones anymore anyway, you may be one of the last lolz).
Anyway, on any sort of desktop or laptop running Windows 10, I would definitely recommend that you nix the windows mail client and use Thunderbird instead - if you need to connect and "sync" with any exchange servers for calendars, etc., (i.e., Office 365) then the following Thunderbird/Lightning exchange plugin is here:
https://github.com/E...xchangecalendar- bearing in mind that with Thunderbird 45, Lightning is already integrated and with support for CalDAV and CardDAV too (There's a separate Google Calendar provider plugin you can install for bi-directional sync with your Google Calendars and tasks too that you can search for in the addons section).
You can also purchase some version of Microsoft Office that includes regular Outlook - that's a pretty full featured mail and reader client that actually performs quite well.
Um...., on the desktop at least, you should be able to run Windows Live Mail 2012 on Windows 10, which is a heck of a lot better than that crappy windows mail - you should be able to get it here:
Basically, you've already discovered that Microsoft Mail sucks, and isn't likely to improve - it's a basic client w/o most of the fundamental capabilities that the average user needs, so one will need to choose an email client that does support such functionality.
I wish I could offer more as far as what is available in the "windows store" for your phone, but I have no idea what they make available, or who even writes apps for that platform - you'll need to perform that research yourself but please do report back here what you find so you can enlighten the rest of us, okay?
One thing I would like to reiterate, however, is that you can perform filtering and sorting server-side - i.e., have OfflineIMAP or your other email providers perform all the heavy lifting and SPAM erradication, so your Windows Mail client just gets what has already been categorized, sorted, deleted, etc. This is a great way to do things anyway, especially if you have more than one device picking up mail, because all of your devices enjoy the same default configs and filters that have been performed server-side, so you don't have to leave some 'master-desktop-client' on at home so your phone syncs up with the same view, for example.
If you're interested in using something like OfflineIMAP in the cloud you can get good servers for about four dollars a month that will perform much more than just acting as the IMAP server that you get your mail from - you can even run all of your websites there (if you have any), and keep all of your data safe and private, say, by installing an ownCloud server for free, instead of settling for a measly 15 Gigs of OneDrive data (if they haven't already reduced that amount).
I hope that helps, and good luck!
Edited by tallship, 25 March 2016 - 01:27 PM.