Mail folder missing?

I have a folder attached to my iCloud email address. It shows up in the Spark (mail app) I use on my iPhone (see image), but has magically vanished from Apple Mail everywhere. It's not on my Mac, my iPhone, my iPad, or on iCloud. All I have on my Mac is the Smart Folders I've created rules for. I don't where is disappeared to. I've searched Finder and nothing is coming up. In all honesty, I'd like to delete the folder with the new system I'm setting up, but I have to find it first. Anyone with an idea where it may be hiding? Thanks.