@Sanjay, why did you decide to move to Magento2?
From our experience, I remember that you need to transfer Magento Data firstly. Just ensure that Product, Store and Order IDs are exactly the same. Otherwise, you will make a mess🙄
BTW, special versions of the Module are needed, as far as I remember, these are 126.96.36.199 for M1 and 1.2.1 for M2.
I recommend you contacting M2E Pro team, I am sure they will provide you with more detailed instructions