I am experiencing the same problem on El Capitan (10.12.1) on a new MacBook (late 2015) using Mail (10.1), although it is not a GoDaddy account. It seems to be specific to PDF files although it does not happen to all PDF files.
When message is initially received PDF is shown as an attachment. After e-mail has been opened once, PDF disappears. It does not matter if you have viewed or opened PDF, it seems to be related to opening the e-mail. Not tied to single sender, only happens to a small percentage of attachments, just started this week, not clear if it is related to last upgrade to OS (10.12-10.12.1) or something else, does not seem to anything except PDFs, do not have a virus that up to date Intego VirusBarrier (10.9.5) can find, happens to e-mails with multiple attachments and only PDF disappears. Not an iCloud account, it is an AT&T account. Have not checked to see if attached PDF is still in web mail version of e-mail.
Very frustrating. Any assistance would be much appreciated.