i don't see the option to import?

Hello Vic2984,

Being able to import existing email messages to iCloud mail is a great feature, and we're glad you were directed here from the related article: Import existing email messages to iCloud Mail from your custom email domain - Apple Support

In the section titled "Import your existing email messages during Custom Email Domain set up" of the related article, it states the option will appear when you choose a default email address. Have you already completed the steps outlined in that section? If so, have you completed the steps in the "Import your existing email messages later" section?

If you've walked through the steps outlined in both sections and the option to import isn't showing, have you verified that custom email domain for iCloud Mail has been set up successfully? If not, those steps are outlined in the following article.

Add a custom email domain for iCloud Mail on iCloud.com - Apple Support

Let us know how that goes!

I have also tried this, following the steps in the article, and there’s no option to import emails.

Exactly the same for me. I have also set a default email address.