Unfortunately, you need to install Spamassassin on all of your email accounts in order for your own, personally installed version to be effective. Your email accounts being all shell users, though, makes things that much easier for you.
That should be all it takes, yes.
The junkmail folder is actually sitting on a centralized mail server designed specificly for filtering email for your cluster. It usually stays there to give people time, just in case they still have email there they want to move to their inbox. If it bothers you, you can ask DH to remove it.
Unfortunately, the only people who can answer your other question, though, are DH staff members. I suspect, though, when next they do the major software upgrades, which will hopefully be after they've sorted their hardware problems out, they'll upgrade SA.
Yes, I have an opinion.
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