Hi Eva,

Excel export will support embed images for 'Attachment' column type in the next release. You can define a list field to be of Attachment type (columns with URL field property won't support embed image for export) and attach the image file directly. Excel export will export the filtered list with the images embed along with the original image file name at the correct cell location. This is not quite the desired zip file format, but the images won't lose quality when embedded in excel.