mail disappeared when moved from junk box to inbox

Sometimes I find mail that I want in the "junk" inbox, and when I try to move it to my actual inbox, by either dragging it or selecting "Not Junk", it just disappears! And even stranger, it also disappears from my Spectrum server inbox completely. I think it has something to do with the whole "I-Cloud" thing! I've had so many problems with info disappearing off my computer since it came about that I'd like to get off it entirely!