Q: Disappearing emails

Hi oliviafromedinburgh,

Thanks for using Apple Support Communities.  It sounds like the Junk folder may not be consistent between iCloud mail and OS X Mail, in which case I would recommend first going through this article:

iCloud: Keeping the Junk folder consistent between iCloud Mail and OS X Mail

http://support.apple.com/kb/HT4911

Once that's done, this article has information to help you adjust your junk mail settings:

iCloud: Manage junk mail

http://support.apple.com/kb/PH2649

Indicate that an email message isn’t junk

1. Click the Junk folder in the sidebar.
2. Select a message, then click the Not Junk button in the top right of the message window.

The message is moved to your Inbox. Subsequent email messages from the same sender are no longer automatically marked as junk.

Cheers,

- Ari