Where are "On My Mac" emails to be found?

I've reinstalled Catalina on my main Mac and reloaded everything from iCloud - all's good.

But I had some old emails archived not in iCloud, but somewhere 'On My Mac'.

I'd like to import these back into Mail, but don't know where to find them... I've a complete safety copy of my Home Folder on an external drive. And a TimeMachine backup.

Can anybody help?

Thanks.