Help - Migrating Emails from Outlook Web to Outlook Desktop | Two Different Domains

I have two business email addresses I would like to consolidate into one.

The "old" email address is only accessible via Outlook on the Web.

The "new" email address is only accessible via Outlook on my desktop.

Is there a way I can export all of my emails and subfolders from my old email address (outlook on the web) and export them into my new email address (outlook on my desktop)?

From what I can see, there isn't a File>Import/Export option on the Outlook web interface.

I have already set up mail forwarding for future emails.

Really would like to fully migrate to the new email address inbox without having to hop back to the old email address inbox to reference something.

Thanks in advance!

Ryan