Thank you very much for pointing me in the right direction. I enabled PHP Error logging in WP Config file and saw this error:
Fatal error: Unknown: Cannot use output buffering in output buffering display handlers in Unknown on line 0
So, increased the PHP memory in WP by adding the below code to WP Config code:
Define('WP_MEMORY_LIMIT', '256M');
Now I’m able to download the CSV without errors.
Thanks again! ??
Prashanth.