I've never exported video before except to play with. I have found with some of the earlier cameras like the MV21 I have to give them a reboot every now and then to keep them working nicely.
So, I hate to say it, have you tried giving it a reboot?
I think I saw this issue when I first deployed our MV device. My solution was to reboot the camera device, log out of the Meraki dashboard, log in, and attempt to export.
I believe exports still go upstream to the cloud (and back down) even though you're local on the LAN. I would check outbound rules.
@NolanHerring is there at least 1Mbps of bandwidth, similar to the rule-of-thumb requirement when using MV Cloud Archive? I've heard of a known issue where insufficient bandwidth can cause the export to fail before completion. It's being looked into, I don't have a status. If you're viewing video already, then I would not expect any firewall issue to be the cause, because the export is going to happen over the same TLS/SSL connection as your video when viewing via the cloud proxy, so I'd assume you've already got TCP/30001 open and working, so that's not related to exports failing. My only guess might be limited bandwidth, but perhaps open a case, to confirm or deny you're hitting a known issue and if so perhaps get a timeframe update.
We have 1Gbps symmetrical circuit here for Internet thankfully.
I've always viewed the feed with local LAN connection, as I'm on the same network/vlan (switch stack for that matter).
However I'm starting to lean towards firewall because I also found out that I am unable to get Cloud Proxy to load (so that I can view the camera feed from outside our network). Me thinks this is also causing an issue with the exportation process.
I'll have to hit up security team. =)