We maintain two mailboxes for precisely this reason. We have:
Helpdesk
Helpdesk Archive
Emails to Helpdesk are copied to Helpdesk Archive so we still have a record of them after Kaseya deletes them from Helpdesk.
If you have your email on an Exchange server, then it's easier, just create an archive folder in the Helpdesk mailbox, login to OWA as the Helpdesk user and create a server-side rule that copies all incoming mail messages to the archive folder.