Hi, I'm Diane and I'm happy to help you today.
- The outlook.com filters are not the greatest. They seem to be down a lot. Also, if the spammer has the message configured correctly, they could be notified that you reported it as spam. That confirms your address is active and it's worth more on the resale market.
- Best guess: either ~ or _ is seen as a wild card, but my testing so far does not indicate that, but it is still running. I'm adding categories they don't move but I can see if they were touched by the rule. Try that with your rule - also, split it into two rules- one for ~ and one for _, each with a different category.
- The sender address rule probably won't work - it looks at the address, not display name. Only addresses with underscores in them would be moved.
Change it to words in the header and try with ~ only. There are likely to be lots of legitimate underscores in the header.
Let me know how it goes, I'm here to help you further if needed.
-- Diane