You might need to go to the actual "mbox" to find the messages.
Try looking in user/Library/Mail/V2/Mailboxes. What you find there may not be of help. Sorry, but on the computer I am currently using, Mail is not the primary mail application so I can't dig around too much.
On a Mac since 1984.
Currently: 27" iMacs, Macbook Air, macOS 10.14.x,; iPhones, iPods and iPads galore!