Exhausted Everything โ Mail Disappearing.
Some of the commenters are correct. This is clearly a client-side rule running on some other device (personal computer/laptop, tablet, something). Iโve seen it too many times. It always looks just like this.
Find that and problem will be solved.
Worst one of these I got was in 2013 or so where a user had some rule set up on a tablet that he had not used in two years. I tracked it down by making him assemble all his devices, even ones he โdidnโt use,โ and go through mail rules+settings over the phone with me device by device.
Found the rule deleting email on a first-gen (IIRC) iPad and all was well. I was the ninth or tenth person to work on that problem over the course of a few months and I solved it in a day.