How to configure Settings so Export completely avoids User/Documents & instead goes to User/Movies?

You'll need a Mac user for best accuracy.

First comment ... the files that Adobe CC apps put in the User files are the preferences, presets and such, and should be on the local machine. I would not recommend putting those on any cloud.

Second, where you store media, and where you export to, are entirely different things from where you store local preferences, presets and such.

And those are controlled by the user. Always.

Unless you have very fast upload/download speeds with low latency!!! ... storing media on the cloud can be problematic.

Using fast internet connections with something like LucidLink gets around most of those, but ... Dropbox, WeTransfer, and Microsoft Drive simply aren't up to the needs for most purposes for video files. Which have very different needs in transport from the way those services transport document files.

So local storage of media, for most users, is simply a more solid, wiser choice for media active in your projects. You can 'store' on the cloud, but it's typically better to move files to local storage while editing (Unles LucidLink, of course ... )

As to exporting ... Premiere needs at least 4-5 times the size of the final file, free on local disk, to do it's export process. So "exporting" direct to cloud is (as far as I know) only possible with LucidLink's virtual folder system, where both the OS and Premiere think LucidLink is just another local drive.

So yes, you can export to a folder that is synced to your cloud service ... probably. And again, you set that on Export, by setting the filename/storage option. Premiere doesn't make that decision for you, unless you use the 'quick export' process.