Using Filter Rules is the best way to block unwanted email from going to your Inbox. But Webmail that's been flagged as spam by an online security company will go directly to the Spam folder without Filter Rules being applied.
You can test this by creating a Filter Rule with Conditions that match an email in your Spam folder and Actions "Copy into" a test folder you create for this purpose only. When another Webmail is received from that sender, it will go into the test folder if Filter Rules are applied. Otherwise, it will continue to go into the Spam folder.
I tested by creating a Filter Rule with Conditions: Contains <primary> and Actions: Copy into Archive/2023 (folder I created). I then sent myself a spam email from my primary account.
<primary> was substituted for my actual primary email address.
The spam email I sent to Webmail from primary contained my Webmail address within the body. That email went to Spam folder. I sent another email to Webmail from primary that didn't contain my Webmail address in the body. That email went to Inbox and Archive/2023.
This test confirms Filter Rules are not applied to Webmail that has been flagged as spam.
The only way to block Webmail going to the Spam folder is to unsubscribe from the sender.