You can go for eDiscovery PST Export Tool (an in-built tool provided by Microsoft itself) to extract Office 365 data items. Since eDiscovery exports all the emails one by one, it could get hectic for you if you have a huge data to export.
Also, this approach is quite lengthy, and it can consume a lot of time.
Find all the steps of eDiscovery Tool here: https://www.sharepointsky.com/backup-office-365-mailboxes/
As a 2nd method to extract OWA data, I would suggest Office 365 cloud backup tool provided by SysTools. The software is fast, safe and reliable. It quickly exports Outlook 365 emails, attachments, calendars, contacts etc. and lets you save the data in PST and EML formats locally.
You can find the software in the official site of SysTools: https://www.systoolsgroup.com/office365-backup/
Choose any of the above two methods as per your convenience.
Hope this helps!