When creating a new custom folder to store emails in within your email account it is important to use alphanumeric (letters and numbers) characters only and to leave out any special symbols (i.e. forward slashes, percentage, exclamation marks etc).
Using special symbols is known to cause issues with folders syncing between one device and another and so should be avoided.
If the problem persists where alphanumeric characters have been used in the folder name, please ensure that the program you use to connect your email account is using IMAP as the connection type.