right click the folder, select properties

ensure the when getting messages for this account is selected.

If you want the full message stored on this device then in the Synchronisation tab select the folder for offline use.

Don't think that will do it.

The folders don't even show in Mozilla mail. So whatever retrieves the mail account info, it is ignoring or unable to see all folders that I have in the iCloud mail account.

All the folders are there if I access iCloud mail via the web or any other mail client app. Just doesn't work with Mozilla.

Is there a magic button in the settings to press that goes and fetches all mail folders? like send and receive but for folders?

some of these folders I haven't accessed for a while, so is it an Apple issue and something to do with the way they archived data as a background process?

so you are telling me that is you attempt to subscribe not all folders are shown. Is that correct.