[MlMt] Can't move message to my mailboxes

[Dave C]

I see, occasionally, a message in the Archive mailbox. I don’t think I 
placed it there and want it in its rightful mailbox.

Right-clicking on the message I see the option “Move to mailbox…” 
but the list doesn’t include the mailboxes I created.

How to manually get a message to its correct mailbox? Am I doing 
something wrong?

Thanks,
Dave