I’ve found it, but it was very odd and not the easiest
Create New Message
Under your login initials there is an ‘Open new window’ button. Click that
it opens your ‘new message’ in a new window.
Click back to your inbox and the new message box just disappears! Go in to drafts and it is there so click it again so it fills the viewing pane.
Then click back to your inbox where the emails are that you want to attach. The ‘draft’ email now appears as a thumbnail at the bottom of your email list.
Select the emails you want from your inbox, and then drag and drop over the thumbnail.
Bonkers but it works