You should go to your email provider's web page to see if there are any lost messages visible there. If you're using IMAP, they could reasonably move it to a Spam folder which you would see in Thunderbird.

If you're using POP, then a responsible email provider would mark the email as 'Spam' but leave it in the Inbox for you to inspect and assess for yourself. Some email providers use the folder named Junk. Most likely is your email provider who may identify messages as Spam, and also may move them to a Spam folder. Other agents may also be classifying your messages. By default this folder is named Junk and it should be visible in the Folder Pane at the left in Thunderbird's main window. When you manually mark messages as Junk, they will be added to the training data, have an icon added and moved, according to your settings, to the preferred folder. Thunderbird marks messages as Junk, and they usually appear with an orange flame icon (though this may appear differently to you, depending on your operating system and theme.) Thunderbird does not 'block' messages.

Firebird email