I wish it wasn't so hard to transfer a screen shot here. I tried the other day but it gave me a pain.
As far as following your instructions to move deleted messages to the trash, I don't have that option under mail behaviors.
Imgur is awfully easy to use; I'm surprised that you had a problem with it.
If you don't see
this, it's probably because you're using IMAP, not POP.
In that case, click on the ? in the lower right hand corner, and you'll see a bunch of IMAP options, one of which may be the answer for which you're looking.