Problem with Mail and Keychain

I deleted my Keychain today and set up a new one and now Mail asks me for the Keychain Login before checking for mail every time. The Login Keychain settings are not set to lock after x minutes or to lock on sleeping. In the Keychain Access edit menu both the "change password for Keychain iCloud and change settings for Keychain iCloud" are greyed out.

I am at my wits end!!