Export CSV Sorted by Descending Creation Time in Magento 2

The dropdown you're using is from a custom or a 3rd party module. There is no way for us to tell you what fields are exported, however, you could just export it and find out.

There is another way:

The button just above that dropdown that says "Export" will also export a CSV for the current rendered view. To find out what fields would be exported for Sales Orders, we take a peek in the grid block for sales order controller in Adminhtml:

public function exportCsvAction()
{
    $fileName   = 'orders.csv';
    $grid       = $this->getLayout()->createBlock('adminhtml/sales_order_grid');
    $this->_prepareDownloadResponse($fileName, $grid->getCsvFile());
}

So it looks like it exports columns based on the adminhtml/sales_order_grid block. The columns defined there happen to be the same as in that current view.

Conclusion:

If you were to use the orange Export button just above the dropdown you will receive a CSV export that is formatted similarly to the actual grid view. Using any other module or 3rd party to export will yield unpredictable (unknowable) results for this forum's audience.

For this you can create your php script, create one php file on root directory of your website and use following code.for ex: if file name is exportCustomer.php and your url is like http://magentowebsite.com then after placing this file in root you need to visit url like http://magentowebsite.com/exportCustomer.php then you will get a csv in your root directory with name as customers.csv

<?php
require_once('app/Mage.php');
umask(0);
if (!Mage::isInstalled()) {
    echo "Application is not installed yet, please complete install wizard first.";
    exit;
}
// Only for urls // Don't remove this
$_SERVER['SCRIPT_NAME'] = str_replace(basename(__FILE__), 'index.php', $_SERVER['SCRIPT_NAME']);
$_SERVER['SCRIPT_FILENAME'] = str_replace(basename(__FILE__), 'index.php', $_SERVER['SCRIPT_FILENAME']);
Mage::app('admin')->setUseSessionInUrl(false);
Mage::setIsDeveloperMode(true); ini_set('display_errors', 1); error_reporting(E_ALL);
try {
    Mage::getConfig()->init();
    Mage::app();   
} catch (Exception $e) {
    Mage::printException($e);
}
ini_set('memory_limit','500M');
$customerCount = 0;
try{
    //configure the collection filters.
    $collection = Mage::getResourceModel('customer/customer_collection')
    ->addAttributeToSelect('firstname')
    ->addAttributeToSelect('lastname')
    ->addAttributeToSelect('email')
    ->addAttributeToSelect('store_id');
    //Add a page size to the result set.
    $collection->setPageSize(50);
    //discover how many page the result will be.
    $pages = $collection->getLastPageNumber();
    $currentPage = 1;
    //This is the file to append the output to.
    $fp = fopen('customers.csv', 'w');
    $addedKeys = false;
    do{
         //Tell the collection which page to load.
         $collection->setCurPage($currentPage);
         $collection->load();
         foreach ($collection as $customer){
            //write the collection array as a CSV.
            $customerArray = $customer->toArray();
            $customerREquiredArray['First name'] = $customerArray['firstname'];
            $customerREquiredArray['Last name'] = $customerArray['lastname'];
            $customerREquiredArray['Email'] = $customerArray['email'];
            $customerREquiredArray['Store ID'] = $customerArray['store_id'];
            if($addedKeys == false){
                $keys = array_keys($customerREquiredArray);
                fputcsv($fp, $keys);
                $addedKeys = true;
            }
            //var_dump($customerArray); echo "\n\n";
            fputcsv($fp, $customerREquiredArray);
            //fwrite($fp,print_r($customerArray,true) . chr(10) );
            $customerCount++;
         }
         $currentPage++;
         //make the collection unload the data in memory so it will pick up the next page when load() is called.
         $collection->clear();
         //break; //DEBUG
         echo "Finished page $currentPage of $pages \n"; 
    } while ($currentPage <= $pages);
    fclose($fp);
} catch (Exception $e) {
    //$response['error'] = $e->getMessage();
    Mage::printException($e);
}
echo "Saved $customerCount customers to csv file \n";

Hope this will help you.