The issue is simple. Not all messages are retrieved in search.
We have ensure that the filters selection in search are the proper ones. I think the problem appears only with recent messages.
In order to reproduce the issue, only have to send a message to your address and when it arrives, perform a search that surely match this search, and mail is not shown in results.
Also, if you run a filter throw folder, recent messages are not matched and filter is not applied to them.