Okay, so there are many mailboxes / folders here, and you are seeking a mail message, without knowing which mailbox / folder contains that message. The mailbox / folder isn’t known, and isn’t hidden. The mailbox / folder might not be revealed by a ≻ disclosure icon within the list of mailboxes / folders.
The usual way to find that mail message is with the Mac Mail app Search function, and you can select the from or two or subject or other details in the search box in Mail app.
Here is how Mac Mail app search works: Search for emails in Mail on Mac - Apple Support
Mac Mail app “smart” mailboxes / folders are effectively saved searches, and those mailboxes / folders can be used to collect together related mail messages, as well.