This a frequently requested feature. At the moment, it only handles in-process messages but allowing for persistent events is definitely in the roadmap. It's not built-in right now, but this can be achieved by implementing custom RequestHandlerInvocationStrategy and EventHandlerInvocationStrategy. For example, one can implement an invocation strategy to serialize and send certain events to Kafka, queue, or your DB of choice.
See: https://github.com/joel-jeremy/emissary/blob/main/emissary-c...
Here are the default invocation strategies built-in right now: https://github.com/joel-jeremy/emissary/tree/main/emissary-c...