Well, it's easy when you know how!! Thank you one and all because I have my mail back. It seems so obvious now....
Opening my new Thunderbird revealed half a dozen new e-mails which were immediately downloaded and all but one of them immediately disappeared, just as before. They're not in Junk and they're not in Deleted. So I revisit Security on the Options menu and unclick adaptive filtering for junk and then visit the settings page and remove all junk filtering once again - it seems ok until I revisit each account to find that, yet again, they've all gone back to the previous unwanted settings. Just as before, my NEW Thunderbird is ignoring what I select and doing its own thing which includes ditching almost every incoming new e-mail... Obviously I can't put up with that. I took the opportunity to disable all add-ons, plug-ins and extensions because a relatively small number had been re-enabled while away.
It was suggested earlier that this may be in response to the server, unannounced, labelling some stuff as junk before I download it. I really don't think that this is happening and, in any event, my choice of global non-filtering via the Options, Security menu should avoid my Thunderbird paying it any heed. That it ignores and resets my junk filtering instructions seems a much more likely cause.
Milo, that tutorial (idiot's guide) link is most welcome, thank you. Unfortunately I have found nothing in it about how to deal with a disobedient Thunderbird! That's why I installed a new copy in the first place. As I said at the beginning, I did ask for help on this fundamental disobedience on a Mozilla forum but have received nothing yet. I did see that it appeared that I wasn't the only one.