apple mail Rebuild Mailbox not showing

Since the update to the latest OS (10.13.1) and mail (11.1) I've had strange behaviors, including SLOWER search and disappearing messages.

Searching help/forums, the instructions say to right click on a mailbox and select "Rebuild" - except the is no rebuild option showing on any of my folders or mailboxes.

Any ideas?

How do you now rebuild email boxes?