In Shopify's default order CSV export, there's a column called "Payment References" (the "Payment Reference" (singular) column is deprecated) which Shopify describes as this:

Contains the Payment IDs sent by Shopify to the payment providers. Use this ID to match order information between Shopify and your payment provider. This column includes all Payment IDs linked to an order, including failed payments, refunds, and captures. Multiple entries are separated with a space, a +, and another space.

In EZ Exporter, you can retrieve this data by using the formula below in the Calculated Fields:

" + ".join(sorted(set(to_list(get_attribute_value({{ transactions }}, "payment_id")))))