How To Back Up Email in Mac Mail
Step 1 - Press Shift + Mouse Click to select all the folders you want to back up
Step 2 - Click on Mailbox > Export Mailbox
Step 3 - (1) Select the folder you want to save the backup in to (2) Click Choose
Step 4 - Once saved, you'll see the backup file on your computer. You can store this file on another drive/computer/online storage service for safe keeping