While you did not directly answer my questions, it appears you are running a self-signed certificate. This can lead to a browser sometimes blocking connection as the trust-worthiness of the cert is being revoked. When you then attempt a download, you get an error such as this. A proper cert would remove this possible error case. To test, whether this is the case, you can clear your browser cache and then open r3 - if you acknowledge the "connection not secure" message then your browser should trust this service for a while and CSV exports would work.
It would also be helpful to check, if you are getting any errors in the system log (admin panel -> logs) right after you attempt CSV download. If you do, please post them here.