@ mariotheplumber......
EDITED several times for accuracy....
Hello and as you say...
"Most users have reported that the "not downloaded.." issue was actually cleared up by 9.2. I wonder how many more users still experience the issue after updating?"
apple have obviously addressed some of the issues but they have not cured them completely. In fact they appear to have created others in the process.
Simple use of the mail app does not normally render the "message not been downloaded from the server" under IOS 9.2.
I say normally because sometimes one still sees "message not been downloaded from the server" on a simple mail received to the inbox.
...but if you follow the following procedure you will find that there are still many issues with the code.
By the way I am seeing these issues on both the iPad Air AND an iPhone 6s+.
Both of them are running IOS 9.2 and have bog standard POP email addresses configured on them.
My girlfriend has the same iPad and the iPhone 6+ but is still running IOS 8.4.1 and does not see any of the issues I describe.
She also has standard POP email addresses configured on her devices.
1) Ensure you have at least one POP email account set up on your device.
2) Create a new email (Subject: "Test" and body: "This is a test email") and send it to one of the POP email accounts configured on your device.
3) Check your inbox one minute later and observe the email arrives.
4) Either left-drag on the email to immediately send it to the trash bin OR click on the email to read it (it displays correctly at this stage) and then hit the trash bin icon to send it to the trash bin.
5) Select the Trash Bin and observe the email you have just deleted. It should have the correct subject text but what does it display for the email body text? It should read "This is a test email".
Does it read "This message has no content" instead? - ISSUE/BUG!
If it reads "This is a test email" then you aren't seeing the problems that several others including myself are experiencing here.
Otherwise read on.
6) Still in the Trash Bin, click on the email.
What does the body text read?
Obviously it should read "This is a test email" but does it instead display "This message has not been downloaded from the server"? - ISSUE/BUG!
7) Click the folder icon (move email) followed by the sent icon (to move the email to your sent box). I realise that this will rarely be desired but it should still work correctly however.
8) Select your sent box. If you sent the original email from this device you will see the sent email here but below I am talking about the email you have just moved from the trash bin to the sent box.
Is the email you have just moved from your trash bin sitting in your sent box or has it now completely disappeared from your device (not in your sent box and no longer in your trash bin)? - ISSUE/BUG!
I can demonstrate these issues with 100% success (or should I say apple failure) rate and as I say there is nothing special at all about the device I am testing on.