When exporting your database from PHPMyAdmin, you can choose to either compress your SQL dump file or not. Depending on your database size and/or structure, it is possible that creating a compressed dump might fail.
If your dump fails, it's suggested that you either select the alternative compression option or no compression at all when attempting the dump. You can also create a backup in the Hosting Control Panel which then places a .sql dump into your _db_backups directory.
If compression is required and you are unable to use PHPMyAdmin, we recommend a Virtual Private or dedicated solution in which MySQL and Apache/PHP configuration can be modified.