There might be something similar in another topic.
Both issues have to do with some kind of messages (emails/iMessages) and both protocols need an internet connection to work properly.
To sum up very quickly, Blokada seems to block the reception of iMessages on iOS (and some notifications) and it especially occurs when Blokada (the app) is active. When the WireGuard app is used or when the VPN connection of Blokada Plus is off, the issue disappears.
So it would seem that Blokada is able to block the reception of messages somehow. Could it be, following that logic, that the inbox would be unable to reach the email server because of Blokada Plus and causes the email to disappear?
Maybe I’m saying absolute nonsense but these two issues sound like they are linked.