To do an automatic BCC (as existed in BIS), you have to do something at your email server. But, to manually copy yourself, you have the cc field visible in the compose screen, and the bcc field available by touching the 3 dots at the bottom right of the compose screen. But there is no auto-bcc at this time.
Then again, do not all of your items get properly populated to your server "Sent Items" folder? They should...
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.