The native app stores all messages in the protected database within AppMemory. That cannot be changed. I've heard only rare discussion about other email apps (and I can't recall any of the names), but all of them function quite differently than the way the BB is intended, and honestly they just don't get much discussion.
Occam's Razor nearly always applies when troubleshooting technology issues!
If anyone has been helpful to you, please show your appreciation by clicking the button inside of their post. Please click here and read, along with the threads to which it links, for helpful information to guide you as you proceed. I always recommend that you treat your BlackBerry like any other computing device, including using a regular backup schedule...click here for an article with instructions.