One possibility is to install ImportExportTools, select the folder with the messages you wish to export to pdf, then right-click the folder, ImportExportTools/Export all messages in the folder/PDF format. To merge the exported pdf files into a single file, use any of the free methods available by searching "join pdf files".

Note that the same add-on has a built-in option to export a folder of messages to a single text file.

http://chrisramsden.vfast.co.uk/3_How_to_install_Add-ons_in_Thunderbird.html

I did install the ImportExportTools, and tried to export several messages in a number of ways. When I try exporting them to a single text file, they're all exported as individual text files, just as they are when I choose the other way of exporting to text files (individual PlainText format). I tried exporting to PDF format too--they all appeared as individual PDF files, but when I tried to open them my PDF reader (Adobe) said they couldn't be opened because they weren't in a supported file type, or had been damaged. I'm at a loss!  :-(

I don't know what to suggest. On my system, I right-clicked a folder, selected 'ImportExportTools/Export all messages in the folder/as single text file' and all the messages were saved in a single text file. When I did a similar thing, 'ImportExportTools/Export all messages in the folder/PDF format', each message was saved as a pdf file, and each one opened correctly in Foxit Reader.

Try creating a folder under Local Folders, copy a few messages to that subfolder, and see if it makes any difference.

Make sure you don't have any other pdf printer driver installed.

Thanks for the suggestions! I did try copying a few messages to a new local folder, and I was able to export those to a single text file, so that was a big help! But what I really want is not a huge text file, but one PDF file that includes all the messages, and I still can't get PDF files created by the export tool to open with either Adobe Acrobat Reader or Preview. I'm afraid I'm not tech-savvy enough to know how to check whether I have any other pdf printer driver installed. . . any suggestions? Many thanks!

When you select File/Print, or Ctrl-P, click the Name: drop-down in the Print window and see if there are any entries that don't correspond to an actual printer or XPS Document Writer (Windows), such as CutePDF or NitroPDF.

You already mentioned in your first post that it was possible to print to a pdf. Do those pdfs open in Adobe?

I don't get a Name: drop-down in the Print window (I'm on a Mac, not Windows). But when I look at the drop-down that includes the name of the printer, at Print & Fax preferences, the only thing that doesn't correspond to an actual printer is Adobe PDF 7.0, which I would think is the appropriate choice. It seems that by choosing this option I am actually able to save each individual e-mail as a PDF file that I can open with Acrobat Reader (if I don't do this extra step for each individual message, they're saved as PDF files but I can't open them with Acrobat). But it seems also that they're opened as print files, which I then have to cancel since I just want to save them rather than printing them. And since I have several hundred messages that I'd like to be able to save as one PDF file, having to go through every single one, switching the printer to the Adobe PDF option, and then having to open and combine hundreds of individual messages into one PDF file will be extremely time-consuming. I find it hard to believe that no current e-mail programs seem to offer the option of doing this easily. I was able to do it with no problem in Eudora--just selected all the messages in one mailbox, chose Print, and selected the PDF option instead of printing, and voila! One PDF file containing all the messages I'd selected. . . I still have my Eudora program, but unfortunately the mailbox with the messages I wanted to save was corrupted in a crash, so that's why I'm trying to salvage them in some other way. . .