There is a problem with exporting videos. It isn't that it doesn't work, it's the way they are exported. Logically you would:
"Share" the video, then navigate to the folder you want to save to.
Navigate to the folder desired.
Name the file.
"SAVE" the file... and this is where things go south.
If you said SAVE it doesn't mean go back one screen and Export with a completely different button, it means SAVE.

If you want people to SELECT a folder and file name than please say SELECT on the button, not SAVE. I've lost several videos because I expected to be SAVING them when I clicked SAVE and then went looking for them and found them missing on my drive because all I had apparently "saved" were the settings, not the video. Why would you make someone go backward a screen to "export" after supposedly just having SAVED a video. I don't do this often, so it really irks when I realize I have either deleted the steam copy thinking I'd SAVED it when I clicked SAVE or have to restart Steam and go back to try a second time just because the naming and save process are so counter intuitive.