Hi @StephenGreen, Happy work day to you.
Based on the information provided. Here is a link to View email messages by conversation (microsoft.com)
In the Desktop version, the group conversation settings should include All mailboxes. Sometimes messages are filed away, saved in sent and other folders.
In Outlook Online, confirm the following settings are checked.
I hope these suggestions are helpful. Please click on the like button or select best answer. Thank you.