Hello Mtg22,
Thanks for checking your settings.
Is the email on your iPhone being archived? Delete and recover emails in Mail on iPhone - Apple Support
"Archive instead of delete
Instead of deleting emails, you can archive them in the Archive mailbox.
- Go to Settings
> Mail, then tap Accounts. - Do one of the following:
- If you’re using an iCloud email account: Tap iCloud, tap iCloud again, tap iCloud Mail, then tap iCloud Mail Settings.
- If you’re using another email account: Tap your email provider, then tap your email account.
- Tap Advanced, then change the destination mailbox for discarded emails to the Archive mailbox.
- When this option is turned on, to delete an email instead of archiving it, touch and hold
, then tap Trash Message."
If it is not being archived only on your iPhone, and since they are still on your other devices, please contact Apple Support to investigate this with you.
Because if you deleted it, it would also delete from iCloud, then your other devices.
Contact Apple Support
Thanks.