Why, & how, could these folders & emails have disappeared

Anti-virus software corrupting Thunderbird mail files is often the culprit. Beyond that see http://kb.mozillazine.org/Disappearing_mail

These are some generic suggestions to avoid problems with anti-virus software.

Create an exception in your anti-virus software for the Thunderbird profile folder, so that the anti-virus real-time scanner will not scan it. http://kb.mozillazine.org/Profile_folder_-_Thunderbird

Don't let your anti-virus software scan incoming and outgoing messages.

Don't let your anti-virus software scan attachments.

Don't let your anti-virus software intercept your secure connection to the server.

Remove any add-ons your anti-virus software may have installed in Thunderbird.

Keep it working. http://kb.mozillazine.org/Keep_it_working_-_Thunderbird

And last but not least, backup your Thunderbird profile on a regular basis. https://support.mozilla.org/kb/profiles-where-thunderbird-stores-user-data#w_backing-up-a-profile

how can i retrieve them?

Check whether the corresponding mail files of the lost folders still contain you mail. Mail files are stored in the Thunderbird profile. Look for files without a file extension. To find your profile see https://support.mozilla.org/en-US/kb/profiles-where-thunderbird-stores-user-data#w_how-to-find-your-profile

If there's no data left you can only restore them from a backup created prior to the incident.

Many thanks for all the helpful info, particularly regarding Profiles. Yes, I did find my folders OK.

I have used Thunderbird for years on both Mac and PC. I create folders for specific emails and filters to move the emails into. Recently all of my sub-folders are disappearing on both Mac (10.13.6) and Windows 10 (latest version). I see the folders in the Subscribe but selecting the folder does nothing. In most cases Subscribe will not even select the folders.

I don't know what has happened to a once very good software application but I have decided to scrap it and find something else.