The Query Builder in EG does not export anything, it creates datasets through pure SQL code.
The Export wizard sends code to the server that writes a file in WORK, and then EG copies the file to your desktop for further processing (e.g. conversion to Excel).
So you either overrun your WORK quota on the server, or run out of space on your desktop. Consult with your SAS administrators if you have a disk full issue in your WORK.
Time is not an issue, as EG does exactly what I told you before: create a file on the server, then download it.
Setting up a network share between server and desktop will make this much easier, and for that you also need your SAS/server admins.
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