The "Not Junk" button is the same as the "Junk" button. It's icon changes when you select a piece of junk mail that is in the junk folder. Pay attention, as it is very subtle. It will have an up-arrow as opposed to an X.
Also, go to Mail/Preferences/Junk Mail and set a new junk preference that isolates that particular email address. There is an "Advanced" button in there that should permit you to add that particular email address to the ignore list. Under the "Blocked" tab, you may find that email address is being blocked altogether. Since Apple Mail also syncs with your iPhone's list of blocked callers, you may find all sorts of interesting things in that list.