However you end up solving this, please do share because this issue has been a bother in the past, especially when the destination system requires a specific header (in some cases the header contains multiple rows...)
If you can see the complete export data set w/header in Anaplan, then it should be exporting cleanly.. make sure there isn't a filter or something applied.
When I have ran into this (header issue) in the past, the overall solution happened to have included an automated process already (such as a batch script, or integration platform (that an IT developer is managing). Therefore, I either use the batch script to insert the correct header information, or ask my friendly IT person to merge some files... for example, I'll allow the end user to control/define the header in Anaplan, but have IT merge the two files after export. This saves me from having to squirrel my way to a solution in Anaplan... its possible, but sometimes not worth the time.
I've solved the problem. The error was in the export action from the module. While saving the export action I saved it for only me and not everyone. So that batch file was not able to run the export actions as it should have.