David, I don't know how to explain it any more clearly.
In Apple Mail, in the Mail menu, choose option Mailbox, then New Mailbox. Since I don't have a Mac or Apple Mail, I don't know what else it asks for, but the web searches indicate that you need to set the "Location" option to "On My Mac."
Perhaps call it something other than Sonic, as Sonic appears to be the folder that represents your Sonic mailbox, including the various subfolders. Maybe call it Local Folders? (FWIW, that's what Thunderbird calls the folders that I create that aren't stored on Sonic's servers.)
Once you create that new folder, you can then drag the mail from the Sonic folder(s) to the new folder (and any subfolders that you create). That will remove those messages from Sonic's server.
I honestly don't know whether changing the settings will achieve what you want. I know that in my mail program, if I set it up as an IMAP mailbox, simply changing the server settings will not have the desired effect, because it still will be trying to access the server and port using IMAP commands. It would be like changing a programmed number in a fax machine to someone's cell phone. The fax machine will still be trying to talk to a fax machine, and the person answering the call will get frustrated because the other end keeps sending squeals and squawks down the line.