Is there a way using Exchange to send messages with a specific header like (X-Junk-Mail: ) to the "Junk Email" folder without having to create rules in the client? I'd like to have borderline spam messages tagged as such in a header through our SPAM filter and have it placed in a user's "Junk Email" folder.
Absolutely, use Spam Confidence Level, for example, dmarc/spf failures are marked as SCL 9 instead of rejecting in o365
https://technet.microsoft.com/en-us/library/aa995744(v=exchg.150).aspx