For thousands of MSG files, use a batch converter instead of opening emails one by one. Attachments and headers are the main things to check, because they are often missed when MSG files are handled with basic viewers or manual export methods. I can suggest you try a smart converter like the Softaken MSG to EML Converter, which can convert multiple Outlook MSG files into EML or EMLX format on Windows. It supports large MSG files, HTML/RTF/plain text formats, selected MSG file conversion and saving the converted files to a chosen output folder. It also keeps the email structure and content during conversion, which is important when moving messages to Thunderbird, Apple Mail, Windows Live Mail or another EML-supported client. Keep the original MSG folder unchanged. Convert a small batch first, open the EML files, and check attachments, From/To, subject, date and formatting before processing the full collection.