If you right-click the iCloud account in the folder pane, Subscribe, click Refresh, do the missing folders appear in the list to be subscribed?

I have tried checking the folder boxes and hitting "subscribe" but when I hit "refresh" all of them un-check themselves.

Click Refresh to show all the available folders, then check the boxes for the ones you want to download to TB, then click OK.

Nope. No change. I even tried unchecking everything, refresh, check everything, "subscribe" and then "OK" but no change.

Here's a question, I have iCloud for Windows installed. Currently I have the "Mail, Contacts, Calendars, and Tasks" box unchecked because I do not use Outlook.

If I check that box, could it fix this issue or is this option only for Outlook users?

Give it a try - it may unlock something for TB.

Setting up iCloud in TB has often been overly complex. Here are a couple of posts that may point to a solution, if the above one doesn't:

http://forums.mozillazine.org/viewtopic.php?p=2117012&sid=71e0883eda3066a74200784baab69801#p2117012

http://forums.mozillazine.org/viewtopic.php?f=39&t=2756663

I got it! I shut down Thunderbird and went into my Thunderbird profiles folder (C:\Users\<Windows user name>\AppData\Roaming\Thunderbird\Profiles\<Profile name>\) and deleted all of the imap MSF files.

IMAP accounts are under "ImapMail". POP accounts are found under "Mail/Local Folders".

If you delete JUST the .msf files in the imapMail folder and leave everything else, then close the window and restart Thunderbird. Imap mail will rebuild your folders.