There is a possible suggestion here:
https://support.google.com/mail/thread/10215265/import-of-local-email-storage-to-gmail?hl=en
You might also be able to do this via a program like Thunderbird where you set up both your Sky email app using the IMAP settings and your Gmail one again via IMAP then you should be able to move these folders from the Sky account to the Gmail one.
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