I should add this is an IMAP account under Windows 10 64-bit.

I had a similar problem, and at first I thought it was a problem with Thunderbird. However, investigating further, I discovered that the missing target folders in the navigation pane were inadvertently dragged and dropped into other folders. I have a very sensitive mouse, and the slightest pressure on the buttons or scroll wheel causes actions to be sent. At some point, my sloppy mousing around had picked up a folder and dropped it elsewhere. One issue with Thunderbird is that it doesn't ask for verification on folder drags-and-drops in the Navigation Pane.

I don't know if this is what happened to you, but my fumbling produced the same symptoms. After I dragged the folder back to its correct location, and re-enabled the filters in question, it worked fine. Your situation seems different, in that you temporarily fixed it (or at least it seemed so), and then it broke again.

Another suggestion is to "repair" the target folder. Right click on the folder name, Left-click on Properties, and then select the Repair Folder button. This rebuilds the ".msf" file that Thunderbird uses to index the messages.

Finally, locate the target file in your profile directory ( which can be anywhere you placed it, but often located as a file beneath here: "%appdata%\Thunderbird\Profiles\xxxxxxxx\Mail\Local Folders\", where xxxxxxxx is a hex string generated when you installed TB ). Check the security settings (Owner and ACLs) on the file to make sure that Thunderbird can write to it. (ie, Right click on the filename, select Properties, and then the Security tab.)

-GB

Thanks! The problem has not returned and I expect it was the result of, er, user error. The reason it seemed to repeat is probably because some subfolders were also filtered-message destinations, and the warning appeared only when that particular filter was triggered.