If they were using free email accounts, then the emails could have never been sent. A popular form of email communication among bad guys is to share an email login with other conspirators. Then, an email is composed, but never sent out. It is saved as a draft. Accomplices can login, read the draft to obtain instructions, and leave it parked as a draft for others to review.
Interesting. I would think even those messages end up being backup up on the server but in that case that is the only place it would exist and would never be intercepted through normal means.
Were they that sophisticated?