Either option for saving should create / update the folder in <OFP>\Users\<Your Username>\Missions\. "Export to singleplayer" means that a copy is sent to <OFP>\Missions\ in a packed, so-called
pbo, format.
If you really can't find it, give it an outrageous name and search for it, or try some other advice from
this thread.
Keep the Mission Editor in 'Mission' mode for the result to be playable. The other options (
Intro, OutroWin, OutroLose) are cutscenes that occur before / after the mission is played.
The confusion arose because OFP missions use the
.name part to indicate on which island the action takes place. The original ones are:
.intro - Desert Island, which you see when first launching OFP
.eden - Everon
.abel - Malden
.cain - Kolgujev
Then the Resistance expansion added
.noe - Nogova
Other islands created by the community have their own moniker, eg.
.catintro - CAT Afghanistan