Export has nothing to do with file location and doesn't change it. If you're exporting, then reimporting at the the same time, and then hoping to edit the export, it's probably a bad idea as it degrades the image (assming a JPEG).
Go back to the file in Library. There'll be an exclamation mark on it. Click this to open the expected location. Is the file there? If not search for the file name in the OS and then point at it from the Lightroom dialog.
Sean McCormack. Author. Magazine Writer. Former Official Fuji X-Photographer.