First make the dbx files visible.
Windows Explorer:   Tools | Folder Options | Views tab
Select "show all files"
Uncehck hide file extensions for known  file types.
Apply then OK

Search for   *.dbx

You should find at least three locations for them. One for each Identity.
If any are missing, they're usually history.

From OE:  Tools | Options | Maintenance tab
Press the Store Folders button and that will show the location of the
message stores (dbx files) for the current Identity. Compare this to the
locations you found.

If you found other locations, create an Identity for each (doesn't matter
what account you use as you can change it to match later).
File | Import | Messages | Microsoft Outlook Express 6
Import mail from an OE6 store directory
press Browse and navigate to one of the folder locations you found in search
that was not the current location (Store Folders)
Select it then finish up the import.
Do the same for the other Identity.

Maybe you can find and retrieve them if they remain. Normally the message
stores remain but there are some times that they don't.

Back them up next time. http://www.oehelp.com