Take a look in both of the 'PrivatePresets' and the 'presets' folder. Your preset shouldn't have moved over to 'PrivatePresets' right after exporting but check that folder out just in case. If your preset isn't in either of those folders, try re-exporting it in the Preset Maker.
Something you could do to ensure that a preset file is being created with the export is:
Have the 'presets' folder open in Windows Explorer and have the Preset Maker ready as well.
Click on ''Export' in the Preset Maker.
Right at the moment the 'Preset Maker' states that the preset has been exported, refresh (there is a refresh button) the Windows Explorer window that has the presets folder open on it. You may see your preset pop up in the folder. If that happens, I would copy and paste that .fhp file to a separate location, such as your Desktop, so that way you can paste it back in the presets folder if it seems to have disappeared after you exit out of FeralHeart. That and it will be an easy location for you to find the preset file when you need to upload it to the sync.