Thanks, DLN. It was dawning on me that this must be happening. It's not a problem for the filtering processes that I am using, but it is going to prevent me from using headers as tags to follow through the steps of the filtering rules. I have to think of a different way to do this, given that I have so far failed to determine why a small number of messages are causing problems to the filtering process.
Actually, now I think about it, maybe what I am trying to do with these headers is going to work. This is because the messages that are causing problems to the processing are among the very few that go through the whole filtering rule set and are then passed on to Policies. So I haven't copied or moved these particular messages. My test messages were not of this type. I am going to have to either manufacture a spam-like message, which isn't deleted by any filtering rules, or wait till a get some real spam with this characteristic. I am only dealing with the last half percent or so of spam messages, so I get very few a day to work on.
Thank you
Gordon