Yahoo mail messages disappeared when moved to another folder using 'Rules'

I am having a problem with the Mac Mail App and my Yahoo mail account when I try to use Rules to move emails to a new mailbox based on a condition like the 'From:' email address.

(I have a MacBook Pro with macOS Ventura 13.6.2".

1. I created a folder named 'Purchases' to organize some emails related to online purchases.
   1. This process for moving an email from the inbox to a new mailbox worked.
      1. I right-clicked on the message and then selected 'Move to >' in the popup menu and selected my new mailbox 'Purchases' RESULT: - Expected outcome = Observed outcome - the mail messages disappeared from the inbox and appeared in the "Purchases" mailbox.
   2. This process using Rules to move messages did not work.
      1. I opened 'Settings' for the Mail App.
      2. I opened the Rules Tab.
      3. I created a new rule by clicking the 'Add Rule' button and added a condition From: -> Contains-> support@store.example.com
      4. I added an action 'Move Message' > 'to mailbox:' 'Purchases'
      5. I clicked the 'OK' button
      6. I closed the Mail 'Settings" dialog window.
      7. I selected the 'Apply Rules' item from the 'Message' menu. RESULT: - I had already manually moved some messages that fit the condition from the InBox to the 'Purchases' mailbox. I wanted the rules set up so it would move any message received from the email address support@store.example.com to the "Purchases" mailbox. Expected: - the mail messages disappear from the inbox and appear in the "Purchases" mailbox. Observed: - the mail messages disappear from the inbox but do not appear in the "Purchases" mailbox. When I do a search for the emails in 'All Mailboxes' on my Mac or on the Yahoo web portal don't get any hits. The emails are completely gone.

A few questions:

1. Is there a way I can recover the emails that disappeared when I moved them using the rules?
2. Does anyone have an idea about what is happening?
3. Finally and most importantly, does anyone have any ideas on how to fix this?

Thanks for reading this and giving it some thought.

Martin