Time Machine Backups for Mail

I bought a new WD USBC 4tb to create backups from my MacBook Pro.

I have been backing up now for 5 days.

When I open mail and then click the Time Machine icon and choose Enter Time Machine, it looks like there are no backups there. I cant scroll backwards through time and there appears to be no emails, even though the title bar shows a total number of emails. The Restore button is always greyed out.

Sometimes I have done the same and the emails do appear there but the Subject line doesnt show - instead it appears like t he subject is a sequence of random letters (and numbers?) ie AHB0XSA or similar.

As a side note, whilst in the updated Catalina Mail app, you can't move around or resize the mail columns, you can do this within the backup screen.

Any help/advice/suggestions?