Mark as Junk in macOS and iOS Mail.app
The simple answer is no to all.
Macos mail runs its own filters which do not affect the mail server even if the server is Apple's own iCloud.
So the rules on macos will not directly affect ios mail. If your mac is running and the rule moves it to the junk folder then ios will see it.
If you want one set of rules for all machines then mark the item as Junk using the Web interface on the server.
I think Microsoft clients talking to exchange servers do do what you suggest.
I don't exactly know if ios mail interacts with iCloud.