https://support.mozilla.org/en-US/kb/thunderbird-import

On Step 1 in the Import Tool, I selected import from Outlook. When I click on continue, a message in "red" states NO PROFILE FOUND. I don't know what to do next because I did find in my instillation of Thunderbird, I do have a default profile. HELP!

Use the TbSync and Provider for Exchange ActiveSync add-ons to add an outlook.com calendar to TB.

https://addons.thunderbird.net/en-us/thunderbird/addon/tbsync/

https://support.mozilla.org/en-US/kb/installing-addon-thunderbird

This worked but for only 192 calendar entries going back about 5 months. Is there a way I can synchronize further back to date of my own choosing?

I suggest you state the issue in the add-on developer's forum:

https://github.com/jobisoft/EAS-4-TbSync/issues