I presume that your problem folders are in an imap account and in that case the version matters.
The (alpha version of) version 5 that I'm using has an improved imap implementation and that supports exports from imap folders.
When I use 4.2.36.4 I can't export imap folders and with the old imap implementation the sent mail folder is local, so that explains why you can export that one.
What can be done with v4 is to create a common folder, as it is common it isn't part of your imap account, so you can export from it. Now you copy the messages from one of your folders to the common folder, export them from your common folder, delete the messages from yor common folder, copy the messages from another folder to your common folder, etc...
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