Thanks for your quick reply Nico!
What kind of other daemon could this be? As far as I know, there are no other daemons active.
Also, the strange thing is that the message that comes through unfiltered still does have the SaneSecurity signature in the subject field, so it looks like being not modified.
UPDATE:
Why I don't know, but it suddenly appears to be working now! The subject signature is now filtered as well. So please ignore my post. May be it was due to not all signature databases being updated from the SaneSecurity servers?
Anyhow, Thanks Nico, for your great software! Now that I have upgraded to the latest version of ClamAV a lot more spam is being filtered again, which makes my boss happy 
Kind regards,
Ed