Despite the fact it has not been running for a few days, try restoring those messages from Time Machine. To do that, launch the Mail app first so that it is the frontmost app.
- If Mail is running in full screen mode, exit full screen mode and resize the Mail message viewer window so it doesn't occupy the Mac's entire screen. This step ought to be optional, but it was a bug a while ago that has since been fixed.
Then, "Enter Time Machine". Give it a few minutes to load. Ten or fifteen minutes ought to be sufficient unless you have a great number of Mail messages (hundreds). Navigate to the Inbox with the missing messages, and scroll "back in time" to determine if you can restore any of those missing messages. Be patient. If you think TM is stuck, try navigating forward or back again.
Please me know what you determine.
It may interest you to know that I experienced a similar event sometime in the past week or so. An email message spontaneously disappeared on its own. Just one message, but it was nowhere to be found. This caused me some concern, but I surmised I must have inadvertently deleted it — despite the fact it wasn't in any Trash folder. Like you I checked all my Macs, each iPhone, etc. It simply vanished.
This was inexplicable, and I wrote it off as some kind of fluke. Perhaps I simply hallucinated receiving an email that was never sent. Who knows.
Then... it happened again. Yesterday. One email message that I was 100% certain I did not delete simply disappeared. No longer willing to write it off as a fluke, I managed to retrieve it (as well as the earlier one) from Time Machine.
Those email messages weren't particularly important, but needless to say these two events got my attention. To my knowledge it is not possible for a remote server to reach into a Mac and remove an email message that had already been downloaded into the Mail app. This is possible on Windows systems, but not on Macs. Not yet anyway.
For now I suspect something went awry with iCloud, which we can do nothing about and for which Apple is certain to remain silent. If it happens again, be ready. Use Time Machine.