Sounds like you are using IMAP mail and that is how it works. IMAP is server based and you view your messages remotely from your devices. You do not download them. If you delete a message from any device or at the server it is gone.

You can create folders under the Thunderbird Local Folders and move messages there if you want local copies not linked to the providers server.

How do I change it from IMAP?

Does your provider offer POP? If not you don't.

server does offer pop but have tried adding new account using pop and now it won't let me see either account

https://support.mozilla.org/en-US/kb/changing-imap-pop