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Check Queue Worker: Since the export process is likely queued,
ensure that your queue worker is running.
If you're using Laravel's queue worker,
you can start it with the following command:
php artisan queue:work
If the queue worker is not running,
the export will be processed but the notification might not be sent.
for more information visit this link , it will help you solving :
https://laracasts.com/discuss/channels/filament/filament-exporter-action-not-showing-notification-when-export-is-complete