Remember I can't predict success.
There are Thunderbird discussions about importing such email. Let's find one with google to get started.
As far as I can see, there is no one single solution. Your best bet is to get the email over to Windows Live Mail first (if possible) and then over to Thunderbird.
Sorry that I don't have an always works and free solution but at this point you have learned why I can't suggest the Microsoft email software to anyone today. MSFT has tossed us under the bus a few too many times on this area (and I didn't mention their backup software or the Windows Phone.)