I'm assuming they are not in the Draft folder either? Do you see the email listed and it is blank or is it not there at all?
If not there at all you might be inadvertently tapping Delete instead of Save when you Cancel an email you are working on.
If they are blank, and I experienced this for the first time the other day, restart Mail by
1. Tap the Home button to go the Home screen.
2. Double tap the Home button to show the list of recently used apps at the bottom of the screen.
3. Tap and hold on Mail until the apps wiggle.
4. Tap the minus sign on Mail.
5. Tap anywhere above that bottom row to go back to the Home screen.
6. Restart Mail and see if the contents appears in the draft email.