problem with sent folder and spam folder

problem with sent folder and spam folder

Even though I set the mail option to save sent emails in the sent folder. Nothing is showing up there. I then tested the spam folder and it had the same problem. When I mark an email as spam, it just disappears, does not go to the spam folder where I can unspam it in case I change my mind. I've sent several test emails and changed around the settings, but the same still happens. Am I just missing something very obvious?