Mail: how to include sent replies with mailbox archive?

Was wondering if this feature is missing or tricky?

I need to archive one of my Mail Mailboxes to send on to my employer. The relevance is how I have sorted and saved them over a long period of time locally, not by the email addy, account, or inbox behavior.

This is a locally stored collection of emails that spans out over a few years in a single mailbox folder. Archiving the mailbox works fine, but I can not for the life of me figure out how to include the replies that I have sent (stored in my sent folder), I have tried switching to thread view before saving the folder but I am met with the same results.

Basically, if I import the mailbox on a different computer, the messages are all there showing the reply links, but clicking on them brings an error to the affect that the reply does not exist.

Anyone have any advice?