Mail is automatically deleted

My mail program suddenly deleted several years worth of saved emails from a friend. Now it deletes every message as soon as I've read it, no matter who it's from.

Deleted messages are not in the trash.

Deleted messages are not in the spam folder.

Deleted messages are sometimes still online.

Why would they vanish from the desktop? I have no rule set up for deletion. My preferences are not set up for deletion. How can I stop this?

I am now using the Sequoia system, but it started happening a while ago with Sonoma.