There are various software available on internet to backup Office 365 emails. But you should use the best one which safely takes backup of your Office 365 account. I suggest using the Office 365 Email Backup Tool. It allows users to backup Office 365 data into PST, EML, EMLX, MSG, PDF, MBOX, and other file formats. Moreover, you  can migrate data from your O365 account to Gmail, Thunderbird, Yahoo, IMAP, and another O365 account. Check out the free demo version of the tool on your Mac or Windows device.