Hi @RobDev
Welcome to our forum!
Please first understand here we mainly focus on general issues about Outlook desktop client. As far as I know, Widows Live Mail is no longer supported, and we don't have resources such as test environments, so I'm afraid we can provide limited help.
According to the search, Windows Live Mail defaults to files in ELM format, not PST, (refer to the documentation: Where are the Windows LIve Mail files saved? - Microsoft Community).
To better solve this problem, I found the following similar document about Windows Live Mail importing to Outlook.
Migrate from Outlook Express or Windows (Live) Mail to Outlook - HowTo-Outlook [f10e-3288-1bf-00e5].
Importing eml-files into Outlook - HowTo-Outlook [cbc2-4683-f55-ada3].
Note: Microsoft is providing this information as a convenience to you. The sites are not controlled by Microsoft.
Hope this helps!
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.