First, set Filters > Payment status to "Any".

Then under the Custom Filters section, we can do more advanced filtering like this to only include Shopify orders that are in Authorized, Paid, or Partially Refunded status (or any combination of payment/financial status values):

• Financial Status is equal to any authorized,paid,partially_refunded

Note here that the operator "is equal to any" is not the same as "is equal to".  The "is equal to any" operator will check a comma-separated list of values and will export the record if one of them is a match.

Below is a list of the valid Financial Status values (source):

• paid
• pending
• authorized
• partially_paid
• partially_refunded
• refunded
• voided