added your email address to a phone or tablet? This sounds like Thunderbird having a synchronized account (IMAP) and the server is deleting the mail. Perhaps because it is responding to another device sending delete requests, or even because you deleted the mail in another device or a web browser.

I do not have another device that I use for email. Under Synchronization & Storage there is a check mark on the "keep messages in all folders for this account on this computer". Also "Don't delete any messages" is checked. I only use one web browser, Firefox.