I'm unable to replicate Tom.
I took the sample league and gave team 1 players nicknames. I then went to the autoscoring export > Options and made sure the checkbox was checked to send nicknames to lanes. I then exported. I looked at the export file made and nicknames are used instead of the player's first names in the export file.
CDE Software Staff
Remember to always make sure you've downloaded and installed the most current update to see if issues experienced have been corrected.