Lost email at start of thread?

Hello,

A very silly question but thought I'd throw it there - I need an email thread for a legal case, this has been saved in my outlook. I recently noticed that the first email in the thread is not there - the following email now starts the thread, very strange. 

the email is no longer on a system, have check all mailboxes. 

This seems odd as the rest of the thread still exists bar the first one. 

Really silly question but does anyone have any insight?

Thanks,

Alice