Office Outlook. I see an email arrive into my INBOX, then it immediatly disapears. Not to junk mail or anywhere else in my files ?

Office Outlook. I see an email arrive into my INBOX, then it immediatly disapears. Not to junk mail or anywhere else in my files that I can find ?  If I can catch any detail before it disapears, I can 'search' ( Left hand bottom,) and it will find the email but I cannot tell where it was ?  Any help will be greatly apreciated.

Thank you,