Hello,
Try this:
Go to Spotlight in the menu bar (the hour-glass next to the clock).
Now, type in some text that would only be in those messages. And, see if it brings-up some results.
If so, double-click on them, and see if they open.
I know on my system that I have several hundred e-mails that come up this way that I have 100% definitely deleted from Mail.
There is a particular individual that I used to correspond with. I kept all the messages in my e-mail program, and just recently deleted all of them. I've removed them from my inbox, my deleted messages, my sent folder, and all mailboxes in my mail program.
And, strangely, they are all still there when I do a Spotlight search.
If I search by his name, e-mail address, or text that was only in those messages, then they appear in the results.
And, I can open them and read them by double-clicking on the result in the Spotlight window. But, they are definitely not still in my Mail program.
So, I suspect that while I deleted them, that they are still hidden in one of Mail's files.
So, while I cannot tell you exactly which file may contain these messages, you may be able to find them using Spotlight.
If nothing else, open the results, then copy whatever you need from them. Or, see if it will even let you forward them to yourself.
It may work, or it may not. But, it's worth a try.
I hope this helps.