Check your Dwarf Fortress top directory for a bunch of .bmp files that start with your fortress name. The 'e' command doesn't really provide any feedback to indicate it completed!
You might want to open a .bmp or two to make sure you have the tileset you intend to send to DFMA. The Export function in DF will create .bmp's in your 'font' tileset, not your 'graphics font'. The Fonts -> Customize tab in Lazy Newb Pack is a good place to check if you have problems with the .bmp's not matching what you see ingame.
Dragons are tough! With the marksdwarves, try to force them to stand in a line. Some folks use burrows, I simply station them in narrow one-tile wide hallways with fortifications on one or both sides. Level 160 on Graniteramparts is an example. Unfortunately, I have to rip all those fortifications out, and redo them. I built them as fortifications (b-C-F), which apparently are unroofed and allow dwarves to crawl over them. They need to be replaced by walls that are then carved into fortifications, which effectively leaves a floor overhead that the dwarves can't crawl over.
In truth, marksdwarves are horribly non-lethal versus large creatures... I've only ever killed dragons with melee. One visited Graniteramparts around year 7, and burned the entire north half of that fort. About half the military graves are from that dragon BBQ'ing a marksdwarf squad. One dwarf was burned so badly that a single tooth buried in his coffin remained hot enough that it started an underground fire right through the coffin. Took me forever to figure out why that happened!