At the moment having the SpamAssassin option "Where do you want the spam to go?" set to "Send the spam to the user's spam folder" only works for email accounts not internal forwarders.
For example if you've setup a forward:
firstname.lastname@example.org -> email@example.com
And SpamAssassin tags a mail to firstname.lastname@example.org as spam it will deliver this mail to the main DA user account at /home/da_admin/Maildir/.Junk/new/ just like the "Redirect it to the catch-all spam folder in your main IMAP account" setting would for normal email accounts.
Most users would expect the spam send to internal forwarders to be delivered to their email accounts spam folder, in this case /home/da_admin/imap/directadmin.com/tristan/Maildir/.Junk/new
For me it's a bug util I have all emails on separate partition /home2. Some spam marked emails (with alias as deliver address) drop into /home partition.
I really wait to fix it in future versions.