How to lock a full screen application in in a certain space?
This feature has been asked for by users many times, but unfortunately, Apple hasn’t implemented it yet. 

A very ugly workaround is:


Add a new desktop in Mission Control.
Switch the Mail app to windowed mode.
Open Mission Control, and move the window to the newly created Desktop.
Switch to the Mail app. Right click on the icon in the Dock. In options, select “Assign to this Desktop.”


This is a very ugly workaround and you can use Mail only in Window mode this way.