My Dad uses a shaw.ca email address to receive stock tips from his investment advisor. When going through his inbox I noticed that quite a few of the emails were flagged as spam with [Shaw Suspected Junk Mail] being appended to the subject line. At the time, the spam filtering on that account was set to "Tag suspected junk email".

Since that account does not get much spam, I changed the filtering to "Disable junk email filtering". However, I have noticed that the emails that were previously tagged are now being deleted without any indication that such an action was taken. They do not appear in the Junk Email folder on Webmail either.

I have tested this myself by copying one of the emails that was previously tagged and sending it from my own Gmail account. With filtering disabled, the email never arrived. When I changed it back to Tag, the email did arrive successfully with the Suspected Junk Mail flag added.

Separately, I found that even adding the advisor's address to Webmail's address book did not prevent messages from being flagged as spam.

Has anyone else experienced this?

I experienced this myself in the past and it was definitely news to Shaw when I told them of this. However, this happened months ago and it looked like it was fixed a couple months ago. But, just in case, I still tell it to tag messages as spam so that I know what it considers spam and what it doesn't (because messages tagged as spam also don't get forwarded), and because I've had the same problem as you in the past.

Shaw spam filter is way over-aggressive and I hate it, but there is nothing you can do about it. Adding people to your address book or some kind of safe-list will do absolutely nothing.

Are you using a web interface or a standalone client like Thunderbird? If you disable Thunderbird's spam filtering it won't affect what the Shaw server receiving the e-mail does. Try disabling or tweaking spam filtering on the web interface and see if it makes any difference.

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You can also configure Thunderbird so that it doesn't mark as spam anything listed in your address books.

Are you using a web interface or a standalone client like Thunderbird? If you disable Thunderbird's spam filtering it won't affect what the Shaw server receiving the e-mail does. Try disabling or tweaking spam filtering on the web interface and see if it makes any difference.
I disabled Shaw's filtering through their online interface at: http://my.shaw.ca/CustomerCentre. Just to be sure, I also confirmed that filtering was disabled through the settings tab on webmail.shaw.ca.

I initially thought there there might be a delay between when the setting was changed and when it is applied. But I no longer think this is the case because when I changed it from "Disable filtering" to "Hold junk mail", the setting was applied almost immediately.

Maybe this is what was nuking my Groupon emails. I spent HOURS trying to get the emails to go through before finally giving up and sending them to my gmail account. They were working fine, then one day just stopped.