MacMail deleting trashed messages even though set to "never" delete, disobeying direct orders!

I am on a new mac and iPhone 15, using the most updated OS and iOS. iCloud is my mail server (myemail@icloud.com).

On both mac and iPhone mail settings, Trashed messages are set to delete "Never," yet they continue to be deleted after something like 3 months (which is even more weird, as that is not even one of the options, options being One day, One week, One month, Upon quitting mail, or the much-sought-after-by-me, Never.)

I see no working solutions to this anywhere on the interwebs.

Anyone...? Apple...? Apple...? Bueller...? Bueller?