I read your post; thanks for writing in. I understand the files you are exporting from Rush are not saving to your intended location. Please check out this document explaining the process and what to expect. I hope it helps: https://helpx.adobe.com/premiere-rush/help/export-share-video.html. Let us know if any of these steps can help you.
Thanks, Kevin
Kevin Monahan - Sr. Community and Engagement Strategist – Adobe Pro Video and Audio