Mail: "Message contains NUL characters," not listed in ANY folder

On occasion, I will hear a new message sound in Mail, and I will see the little progress indicator showing an incoming message, but there is no trace of it in the inbox. If I am there to see the incoming notice and remember the message content, I can search for the message content in Spotlight and it will open the message. But if I then click "Show in Mailbox," it opens a Mail list window that is empty and labeled "No mailbox." If I try to move the message by dragging its title bar icon, nothing happens. If I try to use the Move command, I get "Append failed: Message contains NUL characters." If I command-click the message title bar, it tells me it's inside the inbox, but again it won't list it in the inbox. The physical message file itself resides in the Inbox folder in the Mail folder on the desktop. Rebuilding the mailbox does not make it appear in the list.
I've found various workarounds for shaking Mail into realizing the message exists and listing it, but my real question is this: The above is when I notice that a message has come in but is not listed. But what about messages that come in and are not listed, and I do not know they are there because I wasn't around when they came in?
How can I use a mail rule or other tool to locate messages that are not listed in any mailbox, or contain NUL characters?
I would really like to know if I've missed any important messages because they never appeared in the list, even though they exist somewhere.
Mail will not allow me to set up a mail rule on folders when no folder is specified.

One thing I can suggest you try is to move the Envelope Index files from your User Library>Mail Folder>MailData.
Quit Mail first, navigate to those files and move them to the desktop. Restart Mail. It should give a message that you need to Import your mail. Click continue. That should reindex all your mail messages.
This should help with wrong message counts, ghost messages, and hidden message problems.
Once Mail is running and OK, you can trash those files.

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