What do you mean? What are "marked e-mails"?
I'll try to say it in a different way.
In the same, you can "expire old messages" automaticaly, so if you have old messages disapearing this could be the cause (you can have a warning in that cas).
At my kmail I got different folders for different mailing-lists. These folders are set up with the "expire old messages" feature in the following way. Read messages would be deleted after 4 weeks. Unread messages after 6 weeks. So far, everything is fine! Sometime I "mark a thread as important", because there are some very interesting informations in it. After 4 weeks this thread would be deleted by the "expire old messages" feature. Is it possible to delete expired mails, except those of marked threads? I hope it's more clear now. :-) Thanks, Mike