My iPhone 4 deletes blocks of emails from my saved folder

Today this has happened for the second time. The first time I went to look for an email on my iPhone in my yahoo account in one of my folders where I move my emails to that I want to save. It took like a minute to load and when it finally did I was missing all my emails from the previous 2 months!! I quickly logged into my yahoo account on my laptop and sure enough that 2 month block of emails were gone. The same happened today, but this time I lost the last month!!

What is my iPhone deleting my emails?? These are work emails that I cannot afford to lose.