Apple Mail shows its fetching mail. But….

Apple Mail shows its fetching mail. But when it’s finished fetching the new mail, it doesn’t show in my inbox or junk folder. Why? Or where is it going?

I am using a yahoo mail account in my Apple Mail on my iPhone.

When I do the manual fetch. While it’s fetching it will show my inbox unread emails count increase to 2, 3 or more emails in my inbox. Then when it is done fetching the emails the count will go back to 0 and there will be no unread emails in my inbox.

What is happening to those emails that it is showing it is fetching but not showing after completing the fetch of new emails?

My initial thought is the emails may be junk or spam that Apple is detecting and could be automatically removing. Is this the answer? Or is this a true issue of emails that I am not fully receiving?