I had that problem about 18 months ago and nothing I tried cured it but all my messages went straight to Spam. I even went into some of the strange and weird problems to try and cure with no success. Hackers can divert your emails but it wasn't even that. I therefore got a new email account with Apple and informed all and sundry. Then Christmas just passed the few emails still going that way suddenly again appeared in the Inbox. Sorry I have no answer to your problem but just to let you know you aren't alone.
Thank you so much everyone, I always feel very stupid when things like this happen, it's a comfort to know that it isn't just me. At least I managed to find the missing messages but that was just luck.
I will print out your PC world article tomorrow gangy5 and go through it. I have had enough for one day, the washing machine packed up and then decided to have a little flood. Kind son in law came over to help but what a mess! Time for something alcoholic and then bed.