You want to select mailboxes for archiving from a mail client and you see a yellow triangle in front of an account. What does this mean?

The screenshot shows the yellow triangle in front of the account starting with "Do". 

Mail Archiver wants to archive ALL your mail. The yellow triangle warns you that data may be missing if you archive an account with a yellow triangle.

If I go to Mail and check the settings for the "Do" account I see in Account Information that "Download Attachments" is set to "None".

Change the value from "None" to "All" and the yellow triangle in Mail Archive will go away. You will need to wait a bit before archiving until Mail has downloaded all attachments.

Outlook uses a bit older terminology. Here the setting is called "Download headers only". This needs to be OFF.