So I have found a hacky way to get around the arbitrary 1 month limit sync for the sent folder - even though the settings say sync all of the messages.
From the web client create a new folder called "Sent Syncing" or something, you will delete it latter on , and then on the win 10 mail app click sync circle thing on the inbox. Now under folders you should see the "Sent Syncing" folder in the mail app.
Go back to the web client and select ALL the items in the sent folder and use the "Move to" to move them to the "Sent Syncing" folder. Repeat for each page in the web client (unless there is way to show more than the 20 or so items).
Now go to the Mail app and select the "Sent Syncing" folder and click on the "sync" circle. Wait until the sync has finished. Check all the items are in there. Now use <Ctrl-A> to slect all the messages in the "Sent Syncing" folder and then right click on
one of the items and use the "Move" option to move them all to the sent folder.
Now go to the sent folder in the Mail app and click on the "sync" circle and wait for it to finish.
Now go to the Web client and check that all the items are back in the sent folder and the "Sent Syncing" folder is now empty. Delete the "Sent Syncing" folder.
Now you have all the sent messages on your mail app. Amy new message sent will be synced but it looks like the Mail app does not remove items that are > 1 month old so they remain
Of course if the data gets removed from your PC or you delete/add the account you will have to repeat. Also it does not work if you send a message with the web client and don't start you mail App for 1 month.
No idea if this will help people but Microsoft please fix the damn Mail app if you want people to move off WLM 2012.