I'm running Big Sur, but I've had the following problem on recent MacOS systems as well.
It used to be if I wanted to save a message from one of my email accounts, all I had to do was either "move or copy" them to my iCloud folder. If I then wanted to delete the message from the originating folder (gmail for example), the message remained in my iCloud folder. I probably had 15 or more important messages in the iCloud folder at any time.
Along came an update to MacOS and everything in my iCloud folder disappeared. And now, when I try this maneuver (trying to move/copy) a message, nothing happens and my iCloud folder still remains empty. I think I would pay $100 or more to get MacOS back to before Mail was revised to the present status.
It used to be if I wanted to save a message from one of my email accounts, all I had to do was either "move or copy" them to my iCloud folder. If I then wanted to delete the message from the originating folder (gmail for example), the message remained in my iCloud folder. I probably had 15 or more important messages in the iCloud folder at any time.
Along came an update to MacOS and everything in my iCloud folder disappeared. And now, when I try this maneuver (trying to move/copy) a message, nothing happens and my iCloud folder still remains empty. I think I would pay $100 or more to get MacOS back to before Mail was revised to the present status.