I often need to attach previous emails to another email I’m sending out. In Windows, you just need need to click on the ‘Attach Item’ button next to Attach File, but you’ll need to incorporate this workaround to get it work on your Mac.
Open the email you wish to attach. On the Menu bar, click on Message>Forward Special> as Attachment. This will open a new email with the previous email attached as a file. The keyboard shortcut for this is Ctrl+⌘+J.
What you need to do is drag the file attachment icon to your original email. Voila!