There are a thousand reasons why emails may be going to spam boxes. None of them is in the autoresponder itself because it simply relays the emails to your WordPress mailing system. Possible reasons for emails to go to spam are: spammy subject or content, blacklisted host, blacklisted sender’s email address, or not sending email by SMTP. One thing you can do to improve your delivery rates is to send emails by SMTP. Other possible solutions are suggested here: https://blog.kissmetrics.com/avoid-the-spam-folder/
For the other thing there is a setting “URL to redirect to after registration (optional):” in the settings page
