If you want to re-download to have them in thunderbird you would have to login to the rogers webmail (http://mail.yahoo.com) site with your rogers email address/password.
If the messages are still in your inbox in webmail then right click on the messages you want and select "Mark As Unread". That should hopefully let Thunderbird re-rownload the items.
Most likely they are in the Trash folder. In that case you would select the items you want and move them back to your inbox and then mark as unread.