Yahoo sure seems to want to make it difficult for people to archive their groups.
I finally managed to get Mark Fletcher's Chrome application to work, and downloaded a lot of messages, but that one doesn't include any attachments. It does appear to get most of the messages though, unlike the Yahoo data. I downloaded 500 at a time, and it timed out after about 10,000 for a couple of hours, and then let me download the rest. It's a bunch of text files, which I presume I can use as MBOX files, but I've not tried yet. The downloads were quite fast, even on my slower DSL connection. That's at this link again: http://yahoogroupedia.pbworks.com/w/page/93006447/Chrome
I never managed to log in through PG Offline. I'm reinstalling it to try one last time if I can make it work. I hope I can use it as a reader, and get files from others who downloaded some of my groups. I should have downloaded it months ago. It's a wonderful program, but who anticipated that Yahoo would implode like this.
I also tried this downloader, which claims to download everything like PGO, but after getting two techies involved I still just get 'API query failed' for files and photos, but when it got to topics it downloaded a whole bunch of pornographic spam messages (!), and no legitimate posts from my groups. Others seem to have had better luck: https://github.com/IgnoredAmbience/yahoo-group-archiver
I suspect I'll be spending my Saturday manually downloading files and photos and any attachments I can get my hands on.
Thanks for all the help and commiseration on this list!