Hi,
There is no log/debug of that process.
You would have to add your debug in the file administrator/components/com_hikashop/classes/massaction.php, before the line:
JFile::write($uploadFolder.$name, $data);
which is the line writing the content of the CSV to the CSV file on the hard drive of the server.
For example:
var_dump($uploadFolder.$name); exit;
When you run the export, you'll see a blank page with the file path where the CSV is written (supposing that it doesn't stop the process before for some reason).