How do you set branding for other messages in your organization?
Based on existing features, we cannot custom a branding template for End-User Spam Notification messages. As michev mentioned, we can post and vote this requirements in UserVoice forum.
Additionally, if you just want to add your company branding in the spam notification messages, a workaround is to create a mail flow rule to append a disclaimer with your branding. You can check this article for more details, and make sure the image is available on the Internet: Format your disclaimer
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