I had a similar problem when I first set up my POP email. It would download the messages, but they would not be there the next time I opened the email client. I also had a problem viewing the emails. It would take a long time to show the message or it would just close out. I noticed that one of the messages did not contain the expected text, but contained the text from a previous read report message. I had turned on the 'Request Read Report' option when I set up the account. I deleted the account and recreated it without the 'Request Read Report' option and everything works great now.

I'm not sure if you have this option turned on or not, or if you are changing any other advanced options... If so, it might not hurt to delete your account and recreate it using all the default advanced options.

FYI... I'm using a U.S. device (0.2005.40-18)