They go to the Trash folder if you leave this option blank, as the tooltip says.

I have checked all my computers. The messages are not in any of the trash folders.

From the bogofilter.c


/* flag spams and delete them if !config.receive_spam 
 * (if config.receive_spam is set, we'll move them later) */
for (cur = new_spams; cur; cur = cur->next) {
	MsgInfo *msginfo = (MsgInfo *)cur->data;
	if (config.receive_spam) {
		if (config.mark_as_read)
			procmsg_msginfo_unset_flags(msginfo, ~0, 0);
		procmsg_msginfo_set_flags(msginfo, MSG_SPAM, 0);
	} else {
		folder_item_remove_msg(msginfo->folder, msginfo->msgnum);
	}
}


The variable   config.receive_spam   is set corresponding to the value of the check box "Save spam in". I do not know what the function   folder_item_remove_msg   does exactly, but I would assume that it does not store the mails to the trash.

In the plugin description, (when you loaded it), it says "When a message is identified as spam it can be deleted or saved in a specially designated folder."

I am a little disapointed from this answer. It is true that one could interpret unchecking "Save Spam in" as "do not save the mail at all". And yes, the description gives more evidence to the actual behavior if you take into account that there is no "delete mail" check box. However, I did the mistake in thinking that unchecking means "do not touch this mail". And maybe some other people might do the same mistake as I did. Providing the option to delete mail is a very dangerous one. Thus I think that this option should be labeled /unambiguously/.

I am writing here to make a proposition for making your software better such that my mistake is not repeated by other people. However with that, I do not have the feeling to be taken seriously.

fair enough.

Thank you.