Tom, you m ight be seeing messages that are tagged as 'moderated', and when opening them at the bottom right there will be a shield saying it has been marked as spam. This is coming from a spam catching app. I am not sure if you can actually remove the post and ban the spammer, but at least you know what it means and that noone else will be able to see that particular post (except moderators and admins).
There is another filter active that works at registration level, some "known" spammers won't even be able to get in. So there are currently 2 levels of protection. Or 3, if you add us
