If you’re just interested in connections (and don’t care about packet inspection) you can use Little Snitch (paid) or LuLu (FOSS).
Actually, all the Objective-See Foundation security tools are great and target specific classes of vulnerabilities, like LuLu for outgoing network connections, RansomWhere for detecting ransomwear by looking for encryption events, Oversight that monitors you cameras and microphones and a bunch of other really small, but really useful security utilities. Better than running a shady antivirus that’s going to suck up loads of resources and rely on signatures.
There’s an article on Apple Support about importing mail here: https://support.apple.com/en-gb/guide/icloud/mmf9877972f7/1.0/icloud/1.0
I think this is a Thunderbird issue. They are separate in Mail.app. It even allows you to use a catch-all rule if you’re the domain owner. Maybe you could set up smart mailboxes (or whatever the Thunderbird equivalent is, I’ve not used it in probably 15 years)?