Copy them to the Local Folders account in Thunderbird.

Is there a way I can select all the messages to do so or do I have to manually copy each message to move to the folder?

thanks

Any advice anyone has would be helpful thanks

Some users report success by dragging entire folders between accounts.

My own preference would be to do it folder by folder, manually creating folders under Local Folders, and moving in many small batches.

You can select multiple messages and copy them using a right-click|Copy to…

You can select all the messages in a folder by using ctrl+a. If it's a huge folder, you might select fewer. Click on one to select it. Move the cursor down to the end of what you want to select, and then press and hold shift whilst clicking. Now all the messages between the first one and last one you clicked on will be selected. Ctrl+click is useful to add single messages to the selection, or de-select already selected messages.

Having selected multiple messages, you can move, delete, drag, right-click etc and act on all the selected messages.