Automatically & Immediately Delete a Message

Hello, I am using a shared unix server on Namecheap, and I am trying to learn how to have an email message automatically and immediately become deleted from my server via action I take in my mail client. I am using IMAP. My mail client is Mac Mail, which has two ways to delete a message: 1) Select the message and hit the Delete key or Trash Can icon. This, according to my Mac Mail preference setting, moves the message off the server and into a Trash folder on my computer. I can then have the Trash purge or not in various times and ways according to my settings. This is where I put messages that I don't yet want to permanently delete. 2) Select the message and hit Command-X. According to Apple, this action permanently deletes the message. However what really happens via #2 above depends on the server's settings and/or functionality. In my case, until today the message went into a Deleted Messages folder per each mailbox, and there it was staying until I went in via a webmail client and manually deleted it. The server's Trash folder per each mailbox remains empty. But Namecheap's tech support insists that these Deleted Messages folders are not default folders of theirs and that they were created by Mac Mail or my iphone's Mail app. So I went in through cPanel and deleted all these folders. Now, when I hit Command-X on a selected message, the message disappears from Mac Mail but stays in the server's inbox with a Strikethrough across it (Horde) or greyed out (Roundcube). To permanently delete it via webmail, I have to manually select it in Roundcube and hit the webmail's Trash Can (Delete) icon. But what I really want to do is have it disappear completely from my server and my device at the moment that I select it and hit Command-X, not be crossed out or greyed out or sent into a Trash or Deleted Messages folder. What do I configure in cPanel to make this happen? Thank you!