Okay, so you are using IMAP.
First, make sure you’re looking at inbox folder, and not at the unread folder.
If you’re looking at the inbox, are there any rules set up to process your mail messages on your mail provider’s servers? Google gmail has a bazillion options for sorting and filing mail messages, for instance.
Have you checked with your mail provider support, to ensure that you are under the mail provider’s storage quotas, and to see if they have other suggestions for disappearing mail?
Are there other mail clients configured to share the mail account in use here? If you don’t think there are other mail clients, and if messages are disappearing out of the inbox, and you’re still seeing disappearing messages, then I’d change the mail account password on the off chance that some other app is active here, and see if that resolves this.