So after a lot of research, I concluded that it's impossible to do a direct import of a local NSF archive to an eVault Exchange archive.
I have never seen a solution for this issue so here is what I did.
Microsoft transport has a built-in NSF archive import tool. So first you need to import the NSF archive into a Exchange mailbox.
Once that's done, simply provision that new mailbox in eVault and run the Exchange archiving task on that mailbox (if it's an actual user that's already provisionned, simply run the archive task).
Hope this helps any others who have encountered the same problem I dealt with.
Michel