You say that you have the Preview Pane open in Outlook.

Many people here will say that this is not wise. Emails are the biggest carriers of viruses on the internet, and having the email previewed automatically in effect opens the email, and activates any viruses that it may hold. Disturbingly, even images incorporated into emails, (html style content), can now harbour viruses. All this is not, perhaps, such a problem if you regularly delete emails from sources you do not recognise, but if, in the act of deleting an unknown sourced email the next one in the list becomes "previewed", that might let any virus in.

The risk is much less nowadays if you use a recognised and fully updated anti-virus program that "scans" emails before they reach your Inbox, but some will say the risk is still there whilst using the Preview Pane.

As to your problem..........

Have you set up any message rules within Outlook? In Outlook goto Tools > Rules Wizard.

Or, in Tools > Options, "Other" tab, click the Preview Pane button and see if anything is ticked there that may delete some of these messages.

I hope this helps.