Login to your online account:
https://skyid.sky.com/signin/email/
Go to Settings > More Settings > Filters and remove anything that you did not setup.
Then go to Settings > More Settings > Mailboxes > Your email address > Reply-to address
And again remove anything here that you did not setup.
Then logout and change your password:
https://skyid.sky.com/resetpassword/
This is a long shot but for the missed folders have a read of this as it might be worth a try:
https://help.yahoo.com/kb/SLN2552.html
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