Did you choose the Windows Desktop folder as the destination?
That particular folder has some special properties, and can cause issues with Premiere. I have not seen any, where it was the destination, but have where media was located in it, and then Imported into a Project.
If you did not broaden your Search for the entire system, I would definitely do that as a next step. Otherwise you might have to redo the Export, but I would not choose Desktop for the destination.
Good luck,
Hunt