I replaced with opera 21 and all mail vanished

Opera discontinued their old Opera browser and started a new one. The new one doesn't have mail.

is there a way to save retrieve my mail.

See the "short of that, you'll need to fix your mail folder" part in this comment.

where does opera store mail

This will show you all the mail folders involved with mail. To find the location of your mail folder and preferences folder, see "Menu -> Help -> about Opera".