Are you saying you can no longer use POP with outlook? I think this MS article explains the support that you request:

https://support.microsoft.com/en-us/office/modern-authentication-methods-now-needed-to-continue-syncing-outlook-email-in-non-microsoft-email-apps-c5d65390-9676-4763-b41f-d7986499a90d     I believe you should have no problem with POP

TY for the link David. I am indeed saying I can no longer use POP in Outlook Mail for outlook.com email accounts. The information is confusing but I've spent hours on chat and phone calls with Microsoft agents who confirm it. Outlook emails are now stored on the Microsoft Exchange, POP downloads are not supported AND there is no way to integrate new incoming emails with my archives. It's hard to understand because Outlook still supports POP for non-Microsoft email accounts like gmail.com and yahoo.com.

I don't want to go through the hassle of changing my email accounts to gmail or another provider but I want the capacity to download, manage and archive my emails. It's been suggested I switch to Thunderbird. Before I do that I want to confirm Microsoft's "modern authentication" won't block POP downloads in the Thunderbird app as well.

According to the MircoSoft information I've read (eg https://support.microsoft.com/en-gb/office/pop-imap-and-smtp-settings-for-outlook-com-d088b986-291d-42b8-9564-9c414e2aa040) these settings should work:—

Server Name: outlook.office365.com
Port: 995 
User Name: <your e-mail address>
Connection security:  SSL/TLS
Authentication method: OAuth2

  You'll usually see the port given as 993 but that is for IMAP and you want POP.

If POP no longer works, why is the settings page of Outlook covered in references to it? See screenshot below.

I've just thought of something else I should have mentioned. Thunderbird can download and store local copies of IMAP messages; in fact I think it's the default behaviour as when I installed it it started to download everything and I took my computer off-line until I could find how to stop it. The relevant bit is under Account Settings > Synchronisation & Storage.

On your POP question, I do not use POP, but I see nothing in the MS article indicating that POP is not suppported. Their article references POP/IMAP. POP works fine in Thunderbird. Just to verify, I set up a POP account this morning in outlook and it works as intended.