Thank you again for your replies; this is more complicated than it first appeared, perhaps because I have Catalina 10.15.7, which is the latest I can put on my 2011 MacBook Air.
My sidebar does not show Favorites on the top. When I put my cursor on Mailboxes in the sidebar, a + appears next to it, but clicking the + sends me to a dialog box to add a mailbox.
I cannot go to Mail > Settings > Accounts. I can go to Mail > Accounts, but that doesn’t show a sidebar, it just shows all my email accounts, like Google, AOL, iCloud, etc.
I cannot go to anything that says “Settings.” When I search for the missing emails, it does show the Mailbox in which it was found, but it only shows the sub-Mailbox, not the missing main Mailbox containing the sub folders.