Hi Steve, I tried it on my 10.9.1 mac.
Regarding the problem with module settings path, I see the same behavior here. It's weird we didn't notice it before. The problem is probably caused by two file extensions, so we will update it to something line .ormdmodule.
Regarding your second problem with export path, you didn't write which ORM framework you're using. Based on annotations mention I suppose it's Doctrine2. I entered "." to export path, closed Module Editor dialog and reopened it and the path was still correct.
It depends if your're using ORM which requires single schema file for whole module (Doctrine, Propel) or ORM framework which uses one file per entity (Doctrine2, CakePHP). In case you're using ORM framework from the first group, you need to enter schema file path (i.e. ./Config/Doctrine/schema.yml). In case you're using ORM from the second group, you need to enter path to directory.
Hope my answer will help you to configure ORM Designer properly. On Monday we will do more detailed tests and add some more directory validations based on your feedback to help new users more easily configure their first export.
In case my answer doesn't cover your issues, I will be grateful for any more detailed information, ideally with video screencast so we can replicate and fix this issue here.
Thank you and have a nice weekend