Moving my emails from thunderbird on my PC to thunderbird on my Mac was exactly like above, worked everytime!
Just find all your mail box folders within you profiles (Users > Username > AppData etc etc) and you will see your mailbox folders in here somewhere. Copy those across to the same place on the Mac and they should all be there.
Before you do that though, create all the mail accounts on your mac, and the exact same folders should be there, then just overwrite you mail files from the PC to the mac and it works a dream!
How about Thunderbird to Mac Mail though?