KB01120801 What is the purpose of the lost found directory?
Lost or found messages are those which Mailtraq finds incomplete for whatever reason in its \database\mail\pending folder. If there's insufficient information to route them, they get pushed into the 'lost+found' folder instead of being deleted.
Sometimes messages can be placed there due to a Mailtraq error but they can be dragged and dropped into 'pending' successfully. Ideally, though, you should examine the messages in a text editor first to check that they have the Mailtraq format.