Email Disappeared when selecting 'Train As Good'

Found a needed email reply in my Spam box. Selected ‘Train As Good’ from the Messages drop-down. Message disappeared from spam box, but DID NOT reappear in my inbox, as usual.
So now it’s gone from the spam box and cannot be found in any of my Mac Mail inboxes.
How to I find/retrieve this important email?

There are a variety of reasons this can happen. Most commonly, after SpamSieve moves the message back to your inbox, another Mac applies a rule that moves it to a local mailbox (thus deleting it from the server).

If you have another Mac/device that moved the message, you could look for it there. Additionally, SpamSieve keeps a backup of recent messages in its Log window. You can view them or restore them to Apple Mail.