When looking at all unread or any search folder, I’d like to see what folder the mail is already filed in.
Unfortunately this cannot be done if you have selected to display conversations in all views, because the message list is actually a list of conversations and not a list of messages. As a conversation includes messages from at least two folders, Inbox and Sent, it is impossible to display a folder for the conversation.
But you can change the conversation mode in Menu > View > Conversations.
If you have disabled conversations, or are using conversations in message detail only, then it is possible to display a folder column. If you drag the right border of the message list so that the list width is greater than 600 pixels, the view will change from Compact to Single Line. In that view you can select which columns to display. (The message list defaults can be found in Menu > Tools > Settings > Mail > Read > Message List.) Once it is in Single Line, right-click on one of the column headers and choose Column Configurations. Here you can add the folder column if it is not already there, and change the order of the columns.