I do not see any reasonable solution in the way you have things set up.
Aquamail cannot save messages locally (in a separate, local folder).
One workaround would be to save the desired messages via "Share" in a different app (e.g. Text Editor, PDF-creator, etc.) In that case the message would be saved in the format specific to that app (.txt, .pdf, etc.) You'd have to experiment and find which format works best for you.