I have a question about "Export to Excel"

  1. Is it possible to download in a window instead of a new window?

  2. Is it possible to change the data format? ( ex 20221013 → 2022-10-13 )

  1. Is it possible to download in a window instead of a new window?

Could you please, clarify your issue? Export to excel does not open in a new window, it downloads an excel file.
If you are talking about the export to pdf you may try to use the 6th parameter of the toPdf() method to define a target for your pdf:
myGrid.toPDF(“https://export.dhtmlx.com/grid5/pdf/“,null,null,null,null,”_self”);
Like here:
DHTMLX Snippets

  1. Is it possible to change the data format? ( ex 20221013 → 2022-10-13 )

Could you please, clarify your issue? The dates export in the same format as they are defined in your grid:
http://snippet.dhtmlx.com/5/40403f638