To pick up on Sly's excellent suggestion, create multiple mail accounts, one for each purpose. Set each one up in Mail. In the sidebar, they will each show up individually, with their own Inbox, Drafts, Sent, Junk, Trash, etc., folders.
The only complexity in this is that when you SEND an email, you will need to remember to choose the correct "FROM" address in the composition window. When you click on he From address, a window will open with all of the options that you have set up.
EDIT: Just to be clear, you would set up an email address, say
[email protected], or whatever it is, for one purpose, then create a second address, say adoubleday@proton... for the second account, and abnerd@proton... for a third purpose, etc. the challenge would be that the three would all have the same sending server, and Mail may (I really don't know) decide to dump those addresses into one account because of the SEND server, despite different account names. You can try it.
If that fails, there are third party mail systems that allow multiple aliases. I use Pobox.com, which has a terrific spam filter and allows three aliases. Then Mail sorts them for me by the "To" address. Useful for those times when I need to provide an address but don't want it to be useful beyond the one time I need to get some activation set up. Pobox isn't free, but it is good. I have no financial interest in it, other than being a satisfied customer.