Hi Shane, 

Depending on the amount of data you're trying to export, it could take a few minutes or longer to finish fully processing. Navigating to another page shouldn’t affect your download, so feel free to go about other work in the meantime.

You can always find your exports from the last 30 days in the "Downloads" section of your account. You can find that page by navigating to your account drop down and click on “Account”. As long as you have permissions that allow exports, you should see a tab that says "Downloads."