Mail messages disappear from folders

I have a lot of Mail folders and subfolders. Emails have been disappearing from the subfolders -- the folders become empty.

Just now, as I dragged a PDF proposal out of an email, and all the emails in that subfolder disappeared. By searching on the sender's name, I was able to see the emails in the search results window. Oddly, the emails said they were still in their assigned subfolder.

In the search results window, I was able to see the emails that had been in that folder and drag out that PDF proposal. But the emails' subfolder itself was empty.

This is scary and dangerous. I don't know where missing emails go, or how long I will be able to retrieve them by remembering the senders' name and searching.