sp_send_dbmail returns an int output parameter, which you can capture, but you have to do so explicitly.
[highlight="#ffff11"]declare @TheMailID int[/highlight]
EXEC msdb.dbo.sp_send_dbmail
@profile_name='A Profile Specific To Database Mail',
@recipients='Lowell Izaguirre<lizaguirre@somedomain.com>;',
@subject = 'Finance SSIS Package Alerts:EDCA to BI360DW',
@body = @HTMLBody,
@body_format = 'HTML'[highlight="#ffff11"],
@mailitem_id = @TheMailID OUTPUT
PRINT @TheMailID[/highlight]
/*--results
Mail queued.
9005
*/
Lowell