Mail show3 unread messages but there aren't any.

For a while, I've had "one unread message" in my Unread mailbox (Catalina on iMac), Two days ago, there were two. Today there are three.

I click the Unread folder and nothing shows up. These three "unread" emails are listed ONLY in the Unread folder, none of the other mail folders show anything unread.

I've deleted the Unread Smart Mailbox and recreated it with the only option selected as "Unread" (obviously) and the three "unread" messages have shown up again. I've selected "Mark all messages as read" and still they remain.

Where are these ghost messages that it keeps finding?

Why is it showing these when no other folder in the Apple Mail program shows anything as unread?

This is obviously not a life-and-death issue but it is a little bothersome.