Have you ever had an entire email folder disappear? Or that email you know you had saved?
One of two things may have happened.
You may have accidentally deleted it. Deleted items accumulate until you personally empty the contents of your deleted items folder. So check there first for items that have vanished.
Or you may have accidentally dragged it with your mouse and dropped it somewhere without noticing. If it just happened, hit the undo icon (backwards arrow).
No joy?