If you have a pickup note (a note that starts right before measure 1) in an Audio Instrument track and export the track as an audio file, the pickup note will be missing from the exported file.
As a workaround, move the pickup note so that it falls on or after bar 1. For example, if a MIDI note falls slightly before bar 1 (say, at 0 4 4 235), you can move the note to somewhere within bar 1. If your song has a pickup of several beats before bar 1 (or if moving the first note is impractical), select all the regions in the Arrange window and move them (including all automation data) to the right one bar so that the pickup starts at or within bar 1.