I just want to add that this is happening to me too.
I use iPhone, iPad, web, and Thunderbird via IMAP to access Yahoo mail.
I was using Outlook 2011 at first, but switched to Thunderbird hoping to stop the disappearing emails.
I've seen this problem reported for both Yahoo and Gmail, and for MacMail, Thunderbird, and Outlook.
Could iPhone and/or iPad be the culprit?
Is there some state that the server needs to keep per IMAP client?
I really hope this gets fixed. A lot of people are losing a lot of emails.
Search on "disappearing emails" for all questions and no good answers.
I've deleted one of my Exchange accounts and now only have one Exchange and one IMAP (Gmail) account.
Both work fine and I've no longer had dissapearing emails.
I use Thunderbird for access to my other Exchange account. So perhaps Mail can't quite cope with multiple accounts and gets conflicting instructions.
As for iPad and iPhone, I've got the same setup on those (2 x Exchange and 1 x IMAP) and emails have not dissapeared (ever). But this does not rule them out for being the ones 'forcing' Mail to re-download headers...
The frustrations I have had with the ipad and email have made me re-assess purchases for my company. It is simply unreliable. A tool that is supposed to be portable and increase productivity has caused only frustration and lost productivity. I have writen emails, sent them and then they do not arrive and have no trace in sent email, drafts, outboxes etc etc Simply gone. I now have to lug the laptop around again and the ipad is basically a paper weight on the desk
I am having the same problem, 2 Exchange accounts (exchange 2010) and 1 personal pop account.
1 of the exchange accounts loses all emails from the Mac Mail inbox as you have described. I don't have the problem on my iPhone.
The mail account that keeps disappearing the the more importnant of the 2, typically.
I have spoken to apple support and they were not overly helpful. Suggested trying it on a test user on the mac which Idid but the problem happened again.
Getting really frustrating.
I am going to try just having one exhcnage account ot see if that helps