If you receive messages that are not from someone in your contacts list, you will see a notification under the message list that the sender is not in your contact list, with an option to Report All Messages.
Tap Report All Messages.
The Cortex XDR screen opens so that you can add an explanation for the message.
The button is enabled.
Use the spin selector to select the type of spam message that you have received.
Tap Done.
If a message has been incorrectly reported as spam, toggle off the button.