You can import iMessage conversations using Save PDF to EagleFiler or by selecting part of a conversation and then invoking one of EagleFiler’s system services. You can also use the iMazing app to directly copy messages from an iOS device to your Mac and then import them into EagleFiler in PDF of text format.
Older versions of Messages and iChat (prior to macOS 11) would automatically archive conversations in .chat and .ichat files. EagleFiler can display and search these files, which you can import from the folder:
/Users/<username>/Library/Containers/com.apple.iChat/Data/Library/Messages/Archive/