Mac Mail Mangling Mailboxes on external drive

I am running an iMac (27" late 2013), os: El Capitan (10.11.6) and Mail 9.3 (3124).

I'm also running a Macbook Air (Mid 2013), os: El Capitan (10.11.1) and Mail 9.1 (3096.5)

I have symlinks set up on my iMac for Mail and Mail Downloads to point to an external hard drive and that all works fine. However when I set up the same symlinks on my Macbook Air I had hoped to be able to plug the hard drive into the Macbook Air and continue to use my Mail seamlessly. Unfortunately that's not what happens. Mail seems to get confused and mangles my mail and mailboxes, eventually putting thousands if not tens of thousands of emails into "Recovered Messages" mailboxes. Why, and what can I do about it?

I have all my mail on my hard drive and don't use the Cloud (nor do I want to). I have a great many mailboxes/sub-mailboxes and a huge number of stored emails. Am I hitting limits than should not be exceeded?