This has been asked previously but not followed up or resolved; a summary of my situation:
1. Email Client - Outlook 2016
2. Started to receive lots of emails per day offering sexual services - not good!
3. McAfee anti-spam turned on and set to aggressive.
4. Email ISP uses Yahoo as webmail (and hosting)
5. Spam IS being filtered at Yahoo end into their spam folders
6. Still getting the yahoo filtered spam in my Outlook 2016
7. Using another email client such as eMClient - all spam blocked and get none of it!
8. OK - you may say use eMClient - but I prefer Outlook 2016.