I had a message from a new buyer that showed up in my inbox with a notification. I replied to her email. Problem is her reply to my reply ended up in the spam folder, so I didn't know she had responded to me until much later when I decided to check the spam folder. From that point on, our conversation stayed stuck in spam. Why the jump from regular inbox to spam?
This seems to be some sort of Etsy glitch. I would remove the reply from spam to your inbox. Otherwise your buyer is going to be blocked from messaging you in the future..
Just seen the messages on here about this glitch, and found a message from a buyer wanting to make a big order by a certain date, in spam from 2 weeks ago. I never thought to even check the spam folder. Ahhhh Etsy and all it’s little foibles to make sellers’ lives more difficult!