WHY ARE MICROSOFT ACCOUNT SECURITY CHECK EMAILS GOING TO SPAM?????????????????

WHY ARE MICROSOFT ACCOUNT SECURITY CHECK EMAILS GOING TO SPAM?????????????????

I CANNOT TAKE IT ANYMORE.

PLEASE ADVISE ME HOW TO EXPORT ALL OF THE EMAILS FROM MY ZOHO ACCOUNT TO ANOTHER EMAIL SERVER SO THAT I MAY CLOSE MY ACCOUNT.

I have disabled zoho's anti-spam filter repeatedly.  Somehow it was re-enabled and now there are numerous new emails that I just discovered are being sent to spam.  I have repeatedly marked e-mails NOT-SPAM and they are still going to spam. I cannot figure out how to AGAIN disable anti-spam.

Now...I just spent HOURS waiting for my Microsoft Security Code to be sent to my zoho email - because this was the email I used to set up my Microsoft account AND they require a two-level security checkpoint - HOWEVER, THAT EMAIL WAS BEING SENT TO SPAM.

ON WHAT PLANET WOULD A MICROSOFT SECURITY ACCOUNT CHECK EMAIL GO TO SPAM?????

Again - please advice me immediately as to what steps I need to take to export all my emails and close my account.