Mail was lost, not moved

In Mac Mail, in Sequoia 15.6.1. I tried to move an email from Sent (Exchange) to a folder on iCloud. Usually that works. This time I got a popup that said something about "can't move message ... server busy ... try again later...." I don't remember all of it because I dismissed the popup. But I can't "try later." The email is gone. It isn't anywhere. Mac Mail lost it. Where is it?