Hi @JustinMicheal-7973
Since we don't familiar with the 3rd party email client and how it works, so it's better to contact the support for Thunderbird to get further suggestion how to export or migrate the mails without losing tags or classifications.
And Microsoft official document introduces that: Outlook for iOS and Android provides users the fast, intuitive email and calendar experience users expect from a modern mobile app, while being the only app to provide support for the best features of Microsoft 365 and Office 365.
So it is suggested to use Outlook for iOS and Android rather than native mail Apps.
Account setup with modern authentication in Exchange Online
Enable or disable modern authentication for Outlook in Exchange Online
Enabling or disabling modern authentication in Exchange Online as described in this topic does not affect other email clients that support modern authentication (for example, Outlook Mobile, Outlook for Mac 2016, and Exchange ActiveSync in iOS 11 or later). These other email clients always use modern authentication to log in to Exchange Online mailboxes.
And a related article for your reference: Apple Mail App Clients Might Need Upgrading for Modern Authentication
Please Note: Since the web site is not hosted by Microsoft, the link may change without notice. Microsoft does not guarantee the accuracy of this information.
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