Generally, you can convert any split multi-volume archives from one file format to another, provided you have all the pieces.
Convert Split Multi-volume ARJ compressed file archive (part 6) to Compressed file from a multi-volume archive (part 8).
We have found 2 software records in our database eligible for .a04 to .008 file format conversion.
Microsoft Windows software - convert a04 to 008 on Windows
Popular open source file archiver with a high compression ratio
Convert from a04 file format
The tables with software actions are a good pointer for what a certain program does with various file types and often may give users a good hint how to perform certain file conversion, for example the above-mentioned a04 to 008. However, it is not perfect and sometimes can show results which are not really usable because of how certain programs work with files and the possible conversion is thus actually not possible at all.
One of the oldest and most popular shareware file archiver and data compression utility