It is possible that a rule is removing the emails and either moving them to an alternate folder in the mailbox, a PST file, or permanently deleting them. Check your rules to see if that's the case. Perhaps try disabling all rules and see if the emails can be received.

It could also be that Outlook's AutoArchive feature is archiving the emails, which will remove them from the mailbox and place them in a PST file. Try adjusting your AutoArchive settings.

Someone else could have access to the folder by permissions and folder sharing. Right-click the folder, go to Properties, and then check the Permissions tab for additional access granted.

Maybe the mailbox is being accessed with email client software which has junk email filtering. That software could be moving the messages to another folder, such as the Junk Email folder.

OUTCOME

Emails will no longer disappear.