Direct export from Ovid databases works in an unusual manner. The file of records sent from Ovid identifies the correct filter in your Filters folder by using two tags of data in each record. At the moment, EndNote is finding the wrong filter for you.
You say that the import works OK if you download references and choose a filter. This means that you have the correct filter in your Filters folder, and you know which filter it is. The problem is to remove from the Filters folder the “wrong” filter which is causing the problem.
In EndNote, click on Edit>Import Filters>Open Filter Manager. Use the “Find By” button to find all the Ovid filters. Try deleting the Autoalerts filter (right click>Delete Filter). See if the direct export works correctly now.