Hey Bill,
In terms of Moz Pro, we consider the keywords to be a set of search term+locale. If you decide to target localized keywords, you would have to either add new location based keywords in addition to the national, which would retain national history and add new localized data on top of the national data going forward, or you would need to delete the national keywords and add the search terms as location based terms, which would change the dataset going forward. We don't delete you history from prior to deleting the keywords, but you would have to set the timeframe in your Rankings section to prior to the deletion to see the historical data and you wouldn't be able to see the newly added localized keyword data at the same time. There wouldn't be a 1:1 comparison between the keywords that were tracked nationally vs. the keywords tracked locally.
It is also important to note that Moz Pro does not currently include localized search volume and that is only available for keywords tracked as national. Local volume is currently only available in the Local Market Analytics tool that Miriam mentioned.