You can set "headers per server" in edit menu->properties->newsgroups, then it will download the set amount of last headers, but then the prior oldest header position will be lost, you can use the retention option to set it after sorting headers by date and checking what you need, it will work in most cases if there are no significant inconsistencies in header numbering on the server.
Usenet servers only support downloading headers from older to newer (or rather they assign article numbers which are more or less increasing from earlier to later date), not vice versa.
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