Dear Gray Jacobsen-Carkeet
Good day!
Thank you for posting to Microsoft Community. We are glad to assist!
Based on your description, I understand you concern with unable to find attachments in email chain.
May I know what version of Outlook What version of Outlook do I have? - Microsoft Support? Is it new Outlook or classic Outlook?
If you are using classic Outlook, you may use Show as Conversations feature. Go to View > check Show as Conversations > All mailboxes.

Click on the triangle/expand icon of the email chain to see the corresponding attachments next to the original messages.
On the other hand, you can find attachments from the Search Bar.
Choose the email chain and click on the Search box from the top side of the app.
Select Current Mailbox from the drop-down next to the Search bar.
Type hasattachment:yes
Hit Enter. You’ll see all the emails with original attachments from the selected Outlook email thread.
If you have other questions, please feel free to let me know, I will continue to assist you.
Thanks for your precious time and your understanding would be highly appreciated. Have a nice day!
Best regards,
Allen | Community Moderator