So, I have Thunderbird 102.15.1 (64 bit) - it's an older version because I avoid upgrading as new versions of software are usually worse, in my experience.
I have set up the server as follows:
Server Type: News Server (NNTP)
Port: 119
Connection security: None
None of the boxes under "Server Settings" are checked.
Message Storage
Message Store Type: File per folder (mbox) <-- this is greyed out, I can't change it.
Then there are directories on my computer, presumably defined by Thunderbird itself
Default Text Encoding: Western (ISO-8859-1)
Then under "Synchronization & Storage":
Message Synchronizing
I click the "Select newsgroups for offline use..." button and choose all of them.
Disk Space
To save disk space, do not download for offline use:
[and there are three checkboxes under here, none of them are checked]
To recover disk space, old messages can be permanently deleted.
[x] Don't delete any messages (this radio button is selected, nothing else in this section is selected or checked)
Don't know if that helps, but those seem to be the settings that should let you download the newsgroups.