Mac Mail: Can't find mailbox for emails found by search

I have emails that I can find using the search box in Mac Mail but the associated mailbox can't be found. I have tried via the same search box and even the search box under Help to find the listed mailbox. I can open and manipulate the email but unable to find the folder that it shows to be in.

I assume it may be because I moved from Pop3 to Imap some time ago (these emails are circa 2021 and I was Pop3 at that time). However, I would like, if possible to access that mailbox if there is a way.

Thanks in advance for your help!

MacBook Pro 2019

Sequoia 15.7.2