Is there a dedicated mailbox for mentions?
There is no dedicated mailbox to find previous conversations you were mentioned in (@mentions). In Missive all conversations you are mentionned in are moved to the top of your Inbox.
If you would prefer to have such a dedicated place for mentions, you could create a New comment rule that looks like this:
In this case, all comments mentioning the user Philippe would move the conversation to the Mentions > Philippe label.