Thanks for your reply. I have checked out the smartboxes etc, but that could not make a common one. But I thought for a while that I had found a workaround - I did a search, and then "All mailboxes" came up (as a search option). I could then drag that icon over to "Favorites"... So it worked there for a while - but now its greyed out and I cant click it...? :-/ (Well, I'm not all stranded anyway, I can still check my separate Inboxes for my different accounts).
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Edit: Now I could add a new "All inboxes" in Favourites! Seems to work, the last one was called "All mailboxes" (in swedish), but is still Gray. A bit strange, but it seems to work now. Thanks for your input.