Does your username have weird symbols that cannot be in a file name?
Like, my user is Ruby1234, and since a file can't contain these symbols:
\ / : * ? ' < > |
Having any of these (or some others) make it impossible for the file to be named correctly.
Also, if you last logged in as,
Ruby1234
for example,
and you export your preset,
it will be Ruby1234_{NUMBER}.fhp
Now I must log in as Ruby1234,
not
ruby1234
or
RUBY1234
or anything different.