Start Exchange Management Shell.
Give your self rights to do export and import
New-ManagementRoleAssignment –Role “Mailbox Import Export” –User Administrator
Then close Exchange Management Shell and restart it.
Now export mailbox using this command:
New-MailboxExportRequest -mailbox email@example.com -FilePath \\localhost\temp$\user.pst
The export command needs a UNC path for the filepath. I have just created a hidden temp share. Remember to delete temps after job is completed 🙂