First let's discuss from where to create the data export:
To create the data export we have to scroll down to:
Dashboard >> Analytics >> Data Export >>
Here we are creating data export, not for all locations. In the 3rd step, we have to check which location group is selected as is shown in the below screenshot:
NOTE: If we already have a scheduled data export, then we can scroll down to Dashboard >> Support >> Schedules >>
Once we have scroll down we can look for the data export with the name which we can edit.
Now how to check the location group in which that particular location name exists or not.
For that we have to scroll down to Dashboard >> Settings >> Location groups >>
Now only we have to search for that location group and check whether that location exists in that group or not.