When e.g. only 100 mails are loaded, important messages get out of sight, when sorted according to importance. These should not disappear but always stay loaded on top.
I marked some emails as important and configured the message list so that important messages are shown at the top.
After some time, I noticed that some of these important emails had disappeared from the list, while other important emails were still displayed. The missing emails were older messages from one account. Older important messages from another account were still visible.
When I searched manually for one of the missing emails, Thunderbird briefly displayed it, which confirmed that the message still existed on the server. However, it disappeared from the list again immediately afterwards.
I then increased the number of messages Thunderbird should load locally. After doing so, the missing important emails became permanently visible again.
It appears that important emails are still subject to the general message loading limit. As newer emails arrive and older important emails fall outside the loaded range, they disappear from the message list even though they are marked as important and sorted to the top.