The quarantine is on our MX servers, ie the servers that receive mail for your domain based on your MX records. Each MX server has its own quarantine.
Once mail reaches the MX servers it is analyzed and assigned a spam score.
If a message is identified as spam, it goes into the quarantine.
Opalstack has been operating this way since we first lit up our mail system.
What's changed recently is that we've lowered the threshold for what goes into the quarantine. This was necessary because our MX have been forwarding a lot of spam to external hosts like Gmail etc, which is affecting the deliverability of all mail from our service to those hosts.
The problem is that at the present time the quarantine is being used for all mail, ie local delivery and forwards.
In the near future we'll be making it so only forwarded mail gets filtered, and all local mail will be delivered regardless of the spam score. Once the mail reaches your mail user you can then use procmail or your mail client to filter spam as needed.
Forwards will always be subject to filtering, so we recommend that if you are using a forwarding address you also attach a mail user to that address to ensure that (once the system changes are in place) you'll still have be able to get mail that would not have been forwarded.