Missing Emails from my iCloud email folders

I use several email accounts (gmail, Cox/Yahoo, iCloud). I store important message in folders under my iCloud email account. I have found this account to be more stable than gmail or cox/yahoo. When I open a folder (i.e Agendas) to look for an old email I noticed some were missing but others were there. I don't send or receive any email using my iCloud address.

I took one email that came into my cox/yahoo account and flagged it. I then moved it to my Agendas folder in my iCloud email account. It disappeared from my inbox but did not show up in my iCloud Agendas folder. I then checked flagged email and it was there in the flagged email list and it showed as being stored in the iCloud Agendas folder.

How do I get these filed emails to be visible in the folder they were sent too. I have many folders and this is happening in all of them.