Disappearing Messages in Mail - CMD-L
In Sierra, Apple Mail has a not-terribly-well-known Filters feature.
See this (somewhat incomplete) article:
Mail for Mac: Filter the message list in Mail
By default, the Filters feature filters out all unread messages. So, if you've read everything, your Inbox window displays nothing. (Read the above article to see how to modify this behavior)
You can toggle the Filters on and off using CMD-L shortcut (so often used in Safari, iTunes, and other apps)
HOWEVER....
If you use the Classic Layout in Mail (as I do), and you accidentally hit CMD-L... ALL OF YOUR OLD MESSAGES DISSAPEAR!
Hit CMD-L again and they reappear... but only if you know what's going on. Hint: the header in your message window will say something like "Inbox (0 filtered messages.....) - but it's pretty "fine print."
If you search discussions for "disappearing e-mail messages" you get all sorts of info on rebuilding mailboxes, and other complex procedures, which are totally beside the point.
BE ADVISED: I spent FOUR HOURS today with Apple Support people until an advisor four levels up in the supervisory hierarchy finally came upon the fix... and he was as surprised as I was. Lower level advisors nearly had me wipe my hard drive to restore from Time Machine. Thank goodness I was very skeptical.