Any clever ideas on how I might be able download/archive a given mail (not the main INBOX) folder? Back in the day with another brand of shared hosting I could shell in and just cp or tar-up the mailbox. Since the mail is on a separate host here at DH, I doubt they want users rummaging through there. Is IMAP or POP3 the only way?
Yep. The only access a mail-only user has is via POP and IMAP.
The best way is to use an IMAP tool to synch the folder.