"Mark as spam but leave in inbox", I assume this is in the Settings(I couldn't find it there).
Sorry. It has been awhile since I actually signed into my Cox email directly, so either the process and terminology used has changed, or I forgot them, or a little of both.
There may be other ways to get there - I hope there is because the below seems a bit convoluted. But this is how I do it:
If necessary, log in.
Click the Settings "gear" icon in the upper right, then click on Settings.
Then, from the left panel, click on Inbox > Spam settings
Then, tick the No Spam filtering option.
That should do it. This will result in all email, including spam, staying in your inbox. Then, if you use another program as your email client, like Outlook, or even GMail, any email that Cox thinks is spam will still be delivered to you, but the subject will be appended with --SPAM-- as I indicated above.
What is Mail Washer and how do you integrate it with the Cox email? Do you use the Free Version?
MailWasher is a spam blocker that sits between your email provider and your email client. So it is another program you run. You configure MailWasher to fetch your mail, it analyzes it, then displays it in its own inbox from where you can view it and then delete it from your email provider's servers. If you wish to reply, it will call up your regular email program.
There is a free version but it supports only one email address. The Pro version, which I use, supports many email addresses at the same time. As far as setting it up, it is easy but I note they have very good customer support as well as a good
Forum.
Having said all that, since you only use one email address, I am not sure changing how you do things is best for you. I mean how hard is it for you to click on your Cox spam folder and see what is there? It is a pain for me only because I use 4 Cox email addresses. That involves logging into Email1, checking inbox and spam folder, logging out of Email1. Then Logging into Email2, checking inbox and spam folder, logging out of Email2. Then logging into Email3...yadda, yadda, yadda... .
Plus, while I think MailWasher Pro is a great program, they moved to a recurring subscription plan and I despise those. Who wants another recurring bill? They have a Lifetime License that is good for use on 3 computers, which is nice, and it is transferable to new computers, which is also nice. But even with its current 25% discount, it costs $112.46 and that seems a bit pricy to me. Not sure I would do it today. I got my lifetime license something like 15 years ago when it was something like $15.
Also note that
NO spam filter/blocker is, or likely ever will be perfect. There will always be a false positives (good emails tagged as spam) and false negatives (spam that does not get tagged). So ultimately, the user still ends of as the last, and perhaps most important, defense.
We are also getting phone scams
Yeah, they never seem to stop. I guess I am a bit of a Luddite because I still use a landline as my primary phone. I hate having a cell phone glued to my hip about as much as I hate recurring subscription fees. CenturyLink has a neat little service called "No solicitation". I program up to 20 numbers - which might be just an area code, an area code and prefix, or an entire 10 digit number. If one of those numbers calls, it comes straight through. If not on my list, the service interrupts the call before it hits my house and tells solicitors to hang up and tells regular callers to press 1 to complete the call. This thwarts most robo-calls.
If some scumbag does get through, I will often interrupt them and politely ask them to hang on as someone is at the door. Then I set the phone down and walk away, or go to the store.
So as soon as they learn the email address they are using is blacklisted, the move to another. 
