Jon Fleming wrote:

He has a ton of rules. I suspect that one of these is moving the
messages from him into the GFI antispam folder. I can't figure out
which one by looking at them.

How can I trace what happens to a message after it hits his inbox?

What if you added the clause to assign a category to an e-mail? Use a
different category for each rule (i.e., name the category for the rule).
Then you can right-click on the e-mail to see what category it got assigned,
and they you'll know which rule acted on that e-mail.