As Peter says, this issue is almost certainly not as simple as it seems, you should open a dedicated support ticket and provide as much ifnormation as possible, and one of our techs will be happy to investigate and help resolve whatever we can. :)
Thank you Peter. I will do that. We also decided to just put a box on the site and that is working. I always thought all spam ends up in the spam folder and being nothing went in there from the site...it wasn't received. Thank you for letting me know that is not always the case.
Thank you Ross for your response. As I told Peter, I put a box on the site and that seems to be working. I will talk with our web site person and see what he thinks about opening a support ticket (being the box is working well).
The email providers that I listed all use a two stage filtering system.
Stage 1 decides what to accept into their system. Anything stopped here is just bounced. This runs some basic rules, for example AOL will bounce emails if more than a certain number turn up from one address in a short time.
Stage 2 actually checks against the recipient's safe and block lists and runs detailed spam algorithms. Messages blocked here can go into the spam folder.