I used the solution below to export all datagrid values to a text file, rather than using the column names you can use the column index instead.
foreach (DataGridViewRow row in xxxCsvDG.Rows)
{
File.AppendAllText(csvLocation, row.Cells[0].Value + "," + row.Cells[1].Value + "," + row.Cells[2].Value + "," + row.Cells[3].Value + Environment.NewLine);
}