Copying or moving multiple messages loses messages
From MozillaZine Knowledge Base
In Thunderbird 1.5.x and 2.0 if you copy or move multiple messages you may occasionally lose some. This usually occurs when dragging and dropping but can also occur using the menus. If you run into this bug, its usually a intermittent problem. You can recover the messages by rebuilding the .msf file for that folder. Right click on the folder, select properties, general information and then press the "Rebuild Index" button. If that doesn't recover all of the messages its probably due to your folder being corrupted.
Pressing the "Rebuild Index" button may undelete some deleted messages. Thats because they're actually marked for deletion and hidden from view, but not physically deleted until the folder is compacted.
This problem supposedly was fixed in 22.214.171.124 though a few users seem to still have this problem with 126.96.36.199.
If you're trying to copy or move a lot of messages between IMAP accounts and run into this problem you could use IMAPSize to move the messages instead. It knows how to upload/download messages to/from eml/mbox files. Thunderbird uses mbox files to store the messages for each folder in the profile . They have the folders name and no file extension. For example, your inbox folder is called "Inbox.". Ignore the *.msf files.