If you have non-alphanumeric characters in the file name, the file might not be exported.
Make sure there are no commas, colons, slashes, ampersands or anything else that's not a plain letter or number. You can if necessary rename the PDF after it's been saved out of Final Draft.
Hi, It's Us! Love, Bob & Sue, Draft #8, 7/4/23
Bob and Sue Draft 8 July 4
Irregular characters in any of the folder / subfolder names into which you're trying to save the PDF might also cause problems. Try saving the PDF to the Desktop.