Export to CSV not working

Does your MySQL user have write access to that directory? Does it have the FILE privilege on the database server?

There are more details here:

https://tabulate.readthedocs.io/en/latest/faq.html#what-reasons-exist-for-the-unable-to-create-temporary-export-file-error

You could try changing the temp directory to another one.

Thank You for your quick response..
I am a Beginner in this aspect..
Can you guide me, Where and how should we give GRANT.. or where should I add this line..?
GRANT FILE ON *.* to db_user@localhost

You could try changing your temp directory by putting this in your wp-config.php:

define( 'WP_TEMP_DIR', ABSPATH . 'wp-content/tmp/' );

Other than that, you should ask your database administrator about granting FILE privilege to your user.