I'd hate to necro, but I'm having the same issue. How'd you fix it?
You want to check your clausewitz.txt file found in My Documents\Paradox Interactive\PdxExporter\settings to have the correct paths to the game folder and .exe scripted.
It looks like this:
Code:
path s 1 "E:/hoi4/game"
target_exe s 1 "E:/hoi4/game/hoi4.exe"