Hello Ben,
Please check if the following SAP Note is valid for your release / scenario:
SAP Note 1697117 - Change Export to Excel to have a relative path URL (Please follow the manual steps before installing the note)
On the other hand, if it didn't work, please test one SAP user with the following settings.
It should solve your problems.
Hope it helps.
Best Regards,
Erick Ilarraza