I am getting the same problem now with iPhone 6S and the latest IOS10.whatever
I have just lost a confirmation email for a click-and-collect order that I just made on a retail websire, and I believe also blown a job opportunity after my phone trashed an email from them after I had chased them for not responding to my job application. I suspect they had actually responded but my phone decided to delete their email.
I am now stopping all use of mail on my phone and will only be able to send and receive emails through my Windows 10 PC.
This is an absolute disgrace that such a serious problem has not been fixed years after users first started reporting it.
For this, and many other reasons, I am done with Apple products. They no longer "just work". Bye bye.