I had all my sent messages disappear in Mail after updating to El Capitan. Both POP and IMAP. Eventually, one email account returned, but not the others. Even when sending a message, the message did not stay in the Sent Messages folder more than one day. Then it disappeared. When I looked at my Mail Preferences Accounts, I discovered many of them had lost their password, or the Outgoing Mail Server (SMTP), and many no longer had the "Enable this Account" box checked. But when I checked that box, it duplicated Accounts.
I contacted Apple Support, and after being connected with a couple senior advisors, was asked to send a data dump file to them so the Engineers could have a look at what was happening.
Now I have wiped the drive and reinstalled Yosemite (from a TimeMachine backup), and Mail is fine again.
I realize things can go wrong. But it seems El Capitan is not ready for public release yet. (I was a beta tester for Snow Leopard - now that was a nice, fast, OS!)