@AStringorTwo - Back in March & April Etsy was regularly sending messages to shops' spam boxes. Things seemed to level off in May but yours is the second thread I've seen this week where it appears messages are once again being immediately sent to spam.
So first, do continue to check your spam box daily in addition to regular messages.
If you removed the message from Spam & replied to it then yes, your star seller stats will probably be affected due to your 'late reply'.
You can try & send the entire message thread back to spam but it's also likely the buyer will be blocked from messaging you again. So check your spam box. Whether doing this will help your stats is uncertain.
Other shop owners said that replying to the message but keeping it in the spam box didn't affect their star stats. Again, what works for some may not work for others.
