What format does an exported conversation come out in?

A PDF, always — there is no format choice on the whole-conversation Export button. Individual answers are different: those give you a choice of Markdown, plain text or PDF.

There are two different download routes in the Coach, and they behave differently enough to be worth separating.

Exporting the whole conversation — the Export button in the toolbar, next to + New. It only appears once the conversation has at least one message, so a blank one has nothing to export. It produces a single PDF containing every message in order, each headed You or Coach, with a horizontal rule between them. If an answer came from one of your saved prompts, the prompt's name appears in brackets after "Coach", so a long conversation stays readable months later. When you are working inside a named account, the account name is carried into the document's title.

The file is named coach- followed by a date-and-time stamp, so exports of the same conversation never overwrite each other.

Downloading one answer — the menu on the message itself, which offers three formats:

• MarkdownThe answer exactly as written, formatting marks intact. This is the one to use if it is going into another document or a notes app.
• Plain textThe same content with the formatting marks removed. Headers lose their hashes, bold and italic markers are stripped, links collapse to just their text, and bullets become a real "•". Use it where Markdown would show up as clutter.
• PDFA printable version.

One limitation worth knowing before you rely on it for anything formal: the PDF renderer handles structure but not inline styling. Headers, bullets, numbered lists, blockquotes and paragraphs all survive; bold, italic and inline code are rendered as ordinary text. Nothing is lost from the words themselves — only the emphasis.