Any android app is limited by the amount of memory it can use. Creating very big files may surpass this limit and cause an "Insufficient memory" error.
- Choose a different format - HTML is a very efficient format that can hold many messages in one file. If you prefer a PDF file, try to make it searchable (settings->exporting->PDF). If neither of the above solutions work, try to use the "images" format - this will take time to generate but most likely will not cause an out of memory error
- Split to multiple files - Another option is to divide the files into smaller parts. In the format selection dialog, next to the desired format, click on the settings icon. In the setting, you will find a way to limit, either the height of the file (photos) or the number of messages per file (PDF or HTML)