I installed a program called MailStore Home program on my Windows computer. With this program you can connect it to all your email accounts, and it will download everything, index it and compress it.
In my case I have around 100 000 emails spread on 3 email accounts.
When I have to find an old email I know I have, I used to spend a long time searching in Thunderbird, Outlook and on Gmail. It could take me an hour sometimes. But, now, it only takes a couple of seconds.
All my emails are stored in about 5GB, so I can carry everything around on a USB stick. Quite handy!
Also, MailStore Home can works as a offline email backup storage. Quite handy if you by mistake delete an email!
Here is the link to their homepage: https://www.mailstore.com/en/products/mailstore-home/