Thank you for posting this back in February. It's moderately helpful. Now it will only take me three years to copy all of the messages I have in a single one-on-one.
I am certain that MS Teams in the background is parsing one JSON file at a time, each a "page". These are certainly doubly-linked lists (meaning each "page" JSON file references both the page before and the page after). To traverse back to the beginning of a chat *by itself* takes me an hour using the web app or fat client app, and I'd have to do that first before doing your suggestion. ...but yes, your suggestion is helpful, in that it makes the boundaries of each page apparent (when the shift->down arrow becomes unresponsive).
Seriously, how hard would it be for MS to implement a page-less dump. Geeze. They are acting like this is a major undertaking that they've known is a priority for some time, but it must be just sooo difficult.