The main feature is implemented now - see the three dot menu on the top right of the main wallet and subwallet transaction lists.

Add-ons:

1. Export transactions per sub-wallet in Alby Hub.
2. Exclude certain sub-wallets from the main wallet for transaction exports

There is transaction export function in every user's Alby account: --> getalby.com --> Dashboard --> Settings --> Alby Account --> scroll down a bit.