Thank you again for your quick reply. I tried the search option first, and all my sub folders do appear in the Finder window, but not under Mailbox, but a sub folder of that Mailbox.mbx. All that is except the missing one. Having looked at the Re-index guide, I confess I am a little reluctant, as I have many hundreds of emails filed across approx 25 sub folders, and it would be an impossible task to re-index then all myself it it put them all in one big folder.
By way of further detail, when I do the search in Mail, the missing Mailbox appears at the bottom of the search under a heading Mailbox. When I click this, all (at least a lot, I can't be sure it is all of them!) the emails appear with the correct Mailbox details included. The Mail Folder on the left highlighted at this point is one of four email accounts, under Inbox. When I click away from that Inbox folder and back again, it shows everything else BUT the emails from the missing Mailbox. So they are in there, but I can't find them on their own. I guess an option would be to create a new Mailbox and put all the mail back in, but my concern there is I may not have captured them all?