Hi
Ah, so the Outlook test message did get into the TalkTalk Mail Spam folder. As I understand the reason for these specific test messages they are sent when Outlook tests the configuration settings for an email client setup. In this case a change in email client settings in Outlook for the TalkTalk Mail account and a Test Account Settings request.
I expect you're confident that the email client settings change and test were originated by yourself. I suspect the email is in the Spam folder if there's no Return-Path: <> email address. Might the other emails also have no Return-Path email address?
If all the email clients are set up for IMAP protocol then they're all seeing the same server mailbox and its folders so deleting an email from the server mailbox will be replicated on all devices. Backing up emails to local folders / local drives is a good strategy.
With a POP3 never delete scenario then deleting an email on one of those devices will not delete it from the others or the server which means deleting on each device.
The Keep action in TalkTalk Mail Filter rules should keep a copy of the email in the Inbox. What Filter rule did you try earlier?