Where can I store local Mail emails with attachments and avoid server sync?

My IMAP email server was recently hit by a cPanel security vulnerability and everything was wiped from the server (managed by a third party), including my emails.

I still have all my emails in Mail on my Mac mini but I know if I create the mail accounts on the server again, as soon as I connect to the server the emails will be wiped. Actually, it has already happened but I have them backed up and can easily recover the Mail folder in Library.

I want to copy the emails locally but still be able to access them from the Mail app but I can't get it working.

I tried creating a new Mailbox within On My Mac but any emails with attachments get gutted (no email content and no attachments). The emails with attachments are the most important to me. Why doesn't this work?

I tried updating the account settings so it wouldn't connect to the server but it still does - not sure where it is repopulating the details from.

Can it be done?

Mac mini M2 Pro with Sonoma 14.8.2 and Mail 16.0 (3776.700.51.11.7)