'I discovered that you need to drag horizontally first! So simple but so unintuitive.', and you can click and drag diagonally - as well.
What you cannot do is, drag vertically (up or down). Doing such performs a multiple selection.
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Eudora' allows diagonal, horizontal, and vertical moving of a single e-Mail message, or multiple selected e-Mail messages, only after the e-Mail message(s) has (have) been first selected (clicked on once, prior to the click and drag motion).
Doing a click and diagonal drag will only additionally select those messages in the direction of the drag.
Press (and keep pressed) the 'Command' key - for non-contiguous messages selections.
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Thunderbird' does what you appear to so desire - you click and drag, in any direction, and the selected item is movable.
For multiple e-Mail message dragging, one must press (and keep pressed) the <shift> key as the mouse button is clicked (on additional messages, or the last desired message) - for contiguous messages selections. Or press (and keep pressed) the 'Command' key - for non-contiguous messages selections.
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The way one can do a contiguous messages selection, followed by additional non-contiguous message(s) selection - is the same with 'Eudora', 'Mail' and 'Thunderbird'.
The way one can do a contiguous messages selection, followed by additional non-contiguous message(s) selection, followed by additional contiguous message(s) selection - is different between 'Eudora' and 'Mail'. Trying such with 'Thunderbird' - fails.
