Check that it isn't showing up as moving in the Activity Viewer window in the Window menu of Mail.
When you delete from the Inbox, it typically sends the mail to the Trash mailbox you have designated in the preferences, unless you asked it to delete immediately.
If you used POP account preferences these messages would also recoverable through a Time Machine backup prior to the deletion, or a clone backup.
If you did not backup your data, data recovery tools such as those on this tip may help:
Recovering data from Macs - Apple Community
You would be searching for text files of the suffix mbox.
If you are using IMAP or Exchange, the host of your email software may have its own backups it made of your inbox.
iCloud - Official Apple Support
is the support line for any iCloud account stored information.