If messages are filtered and processed based on certain message criteria (sender, subject, etc.), filtering or processing may sometimes give an unwanted result, which cannot easily be solved by adapting the filter or processing rules.
In these instances it is sometimes the easiest solution to call it a rare exception and change the outcome manually (i.e., move the mail to another folder, assign a different label, etc.). However, if filter and processing rules are reapplied to the respective e-mails, they will revert the manual changes, which is certain to happen if processing rules are configured to be applied whenever a folder is opened.
It would be helpful to be able to exempt individual messages from filtering and processing in order to protect manual changes from being reverted. This option should be easily accessible through the context menu:
Add filter rule > (...)
Add processing rule > (...)
Exempt from filtering > filter rules
> processing rules
If I remember correctly, locking a message (menu /Message/Mark/Lock, or just Mark/Lock when right-clicking a message in summary view) accomplishes that.
You can add a filtering rule with a 'stop filter' Action to match the messages which you want skipped by the following rules. You can filter on just about any aspect of the message, so you should not have a problem finding something to work for you.
With this comment and Andrej's, I am closing this.