Many thanks for this; sadly I'm very low level computer literate so tried your suggestion, but fell at the first hurdle. I tried to create a new folder in documents (was that a poor choice?), clicked 'choose' - and nothing happened.
Please allow me to give the details I see when I try to access mail; it may (or may not) help.
Firstly I receive an alert on Inbox - Alert: there may be a problem with the mail server or network. Verify the settings for account "hotmail.co.uk"or try again. The server returned the error: The attempt to send data to the server "(null)" failed.
Secondly on checking Mail Doctor and checking details of attempted login, I read - Err.Authentification failure: unknown username or bad password.[Error="ProxyNotAuthenticated" AuthResult=0 Proxy=VI1PR10MB0286.EURPRDIO.Prod.OUTLOOK.Com:1995:SSL]
Furthermore when checking the accounts through system preferences I receive the following request - Internet Accounts Preferences can't connect to the account "hotmail.co.uk"
Iam asked for my password (which I took to be thae one for mail, although I also later tried my apple password with which I log in to the laptop; message received each time 'Unable to verify account name or password.
I have also asked Outlook / Hotmail to help and was told there seemed to be no problem at their end (they checked test e-mails I sent from myself to myself on the Safari access to hotmail and certainly they worked fine). I was advised by outlook/hotmail help to use 'first aid' on Utilities/ Disk Utilities, but the check revealed there are no problems on the disk.
Please forgive my being long-winded. I would be happy to attempt the Export Mailbox process again but am concerned that I would repeat whatever mistake I made on my first attempt. I am also conscious that all this wise advise is available from support pages and from Google and fear I am wasting your time, but if there is a solution I would welcome further help