Apple Mail - Save/Archive Mailbox

I will soon lose access to my work email account (leaving the organization). I'd like to keep my emails, it's somewhat large (4 years, 25,000 message Inbox, 11 GB).

I've tried:

-Creating a mailbox "On My Mac" and copying the messages there. However, several do not open, they contain the header only and a blank body. Rebuilding the originating mailbox did not help.

-Exporting to an .mbox. However this resulted in a ~2GB file that contained only ~7500 messages.

Any ideas on the best way to keep these emails??

Thanks!!