I thought it might be interesting for some people here if I shared the mailboxes migration process.

Here is how I did it:

Make sure you first back up your Pegasus mail directory in case anything happens

1. Isolate all the messages that contain attachments in a separate folder and don't bother with those for the moment
2. Go on with the "regular" messages:
3. In Pegasus, create new messages folders. Make sure you pick "Unix mailbox format". I would advise to create multiple folders not containing more than 50 messages otherwise you may end up with truncated/split messages). Move your messages to the newly created folders.
4. Now go to the Pegasus mail directory (via Explorer or My Computer), you will find a bunch of files of the following format UNX*.bmx. Select those files and copy them to the Poco mail directory.
5. Open Poco and you will see the folders there, with all your messages. Rename them (unless you really like to have mailboxes named UNX****) and organize the messages the way you like.

1. Make sure the "regular" messages are successfully converted to Poco (no miracle here, you'll have to scroll through and compare your messages in both programs ... and delete them from Pegasus
2. Use wpeg2eud.exe to convert the messages with attachments to Eudora (this is the only program I found that made it successfully)
3. From Poco import the individual mailbox(es) created in Eudora