How to find folder in MacOS Mail
If you want to search in Finder for the same, and then do the equivalent in Mail, you should go to /Users/you/Library/Mail/V* * varies for MacOS. Do either of these 2:


In the question, you mentioned that you can search for specific messages inside mail app. So just pick a rare keyword from one of them and search for the same string in the directory. Press CMD + up to reach its parent folders and then open Mail app and navigate to that folder and fix it.
Since you know the folder name of the misplaced, search for name.mbox and it will give you that folder itself.


Another possibly easy method can be to select a mail, right click, "Move To"-> you should see a lot of folders. I just hope that they're expanded. If you move something by mistake, CMD + Z brings it back.