If you would like to export data for selected nodes only, please use the context menu of the parameter in the View Components and not in the Data panel. There you can choose between an export of all nodes, of the current slice or of selected nodes only.
In both the Standard and the Classic user interface, velocities can currently only be exported for a single time step and not for the entire simulation time, but this definitely is a functionality that we should discuss for FEFLOW 6.1.