Mail issue - mail trash settings deleting when set to Never delete.

See the article Change Mailbox Behaviours preferences in Mail on Mac - Apple Support

Even you keep the settings for one month , its depends upon your service to erase the mails from trash , if the mails are important in future archive them or create a folder in on my Mac section and drag and drop mails from trash in it or do the settings as per screen shot ( archive deleted messages should be check marked ) .

You can click on drop down arrow of bin and select on my Mac .

Note : when gmail account and iCloud accounts are configured the mails are automatically archived , its your choice to use archive feature .

And what issues do you face with iCloud archive a second copy of mails is created , it doesn't harm .

It works this way only from apple mail application , the mails are bound to be erased from trash bin , you don't need to send product feedback , the same works for a web account .