The_Exchange_Team, it looks like a feature that became broken in CU14 is still broken in CU15. The eDiscovery PST export tool still throws a "FailedToLoadStatus" error. The fix that finally worked for us is described in the comments at the following page (note that it's a different Robert, not me) : https://eightwone.com/2019/11/13/security-updates-exchange-2013-2019/
For an Exchange admin, it's not such a big deal perhaps to copy DLLs from an earlier, working version of the export tool. But it's the legal folks that run the tool in some organizations and they may not be so technical. Note: I also tried wiping out my Windows profile on a 2012 R2 server that was throwing the error and that didn't help. I had to copy the old DLL to get relief. I hope this can be fixed in the next CU.