1. The exported csv files contains only data and column information would be in model.json.
2. Export to data lake writes data in CDM format (https://docs.microsoft.com/en-us/common-data-model/) and the information about attributes/column is stored in model.json. You can use CDM SDK to read model.json to get back the column names (https://github.com/microsoft/CDM).

On the model.json file:


columnHeaders boolean Indicates whether the .csv file has headers. This attribute should be set to “true” or “false”. If not specified, this can be interpreted as false. No

This model.json is generated automatically and we can see that this value is set to false for each entity we add from Dynamics 365 CE.

We want the column names to be available of the exported .csv entities in Azure Data Lake without need of custom SDK to modify model.json.
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