recover emails sent to email adresses and from email adresses to former employee

Hi, 

What is the best way to recover all mails received in the last 10 months from  to a company email? user@myemail.com

Also other way around?

Emails sent by user@myemail.com to  sender@mail.com, sender2@mail.com?

This is a former employee, is the best way to export the mailbox and import it and search?

Or is there a better way?

Thanks