@alan933 You are running into, what I call, the "Mother Microsoft" problem.
Your emails first arrive at the Microsoft Mail Server (in the cloud, not on your PC).
The Mail Server looks at the email and calculates a "SPAM Confidence Level" (what it thinks the chances are that this is Spam or Phishing).
If the SPAM Confidence Level is high enough (i.e. Mother Microsoft thinks this email might be bad for you) it checks your Safe Senders list, and if the email is not from a Safe Sender, it moves the email directly to your Junk Email folder, bypassing any Rules you might have.
If the SPAM Confidence Level is really high, then it will also ignore any Safe Senders you have specified and send it directly to Junk.
There are many people (myself included) who want a way to modify this behavior, but New Outlook does not have any options for this (yet).