Have you tried deleting one of the preference files on your mac to reset the Mail.app?
I remember having this issue on Mavericks. I would try the solution below to see if it helps you.
With the Mail.app quit and using the Finder, go to Home > Library > Mail. Copy the Mail folder and place the copy on the Desktop for backup purposes.
Using the Finder, go to Home > Library > Preferences > com.apple.mail.plist. Delete the com.apple.mail.plist file and empty the Trash.
Note: Moving or deleting the com.apple.mail.plist from the Preferences folder will require re-entering all email account information when re-launching Mail.
The only exception to this is if you have a .Mac account which will be recreated automatically.
Launch Mail and decline any prompt to import mailboxes. After re-entering all email account information the same as before, the Mail.app should rediscover the existing account named folders and mailboxes at Home > Library > Mail.
After confirming all mailboxes were successfully rediscovered, you can delete the copy of the Mail folder from the Desktop.