The add-on doesn't export anything except what you've selected, either a set of messages or a folder. But if you right-click a message, Open Message in Conversation, the entire thread of received and sent messages is displayed in a tab. From there, select all messages (Ctrl+A), then right-click, Save selected messages, and choose the format, i.e. eml files, mbox file etc. If you import an mbox created in this way, the threading is preserved if you enable threaded view.

Thanks for getting back to me. IT means that I cannot do it as I wanted but I will just group all fo the sent emails in a folder under sent, all of the received under another folder and export them both. It's long winded but it will do what I need. Thanks for helping me head in the best direction. Cheers

If you wish to keep replies in the same folder as received messages, there is an option in the Copies & Folders section of Account Settings. While this may not be desirable for all messages, further options for combining sent and received mail for certain conditions, e.g. by sender, subject etc., can be achieved with filters.