I am trying to export Custom Settings through data Loader, but I can not see Custom Settings in the list of objects.
Does data loader support exporting custom settings or not?
Data Loader does support exporting custom settings. The trick is that they're not in an object called
CustomObject or similiar; instead, each custom setting is listed as an individual "Salesforce Object". So, if your custom setting is called
My_Custom_Setting, you'll need to look for the Salesforce Object
See this discussion for confirmation.
While custom settings count against your quota of custom objects, they are not actually custom objects, but instead are a special type of metadata that Salesforce caches for you. As such, I would not expect data loader to support them.
From Salesforce Help Custom Settings Overview:
Custom settings are similar to custom objects and enable application developers to create custom sets of data, as well as create and associate custom data for an organization, profile, or specific user. All custom settings data is exposed in the application cache, which enables efficient access without the cost of repeated queries to the database. This data can then be used by formula fields, validation rules, flows, Apex, and the SOAP API.
Based on Defining Custom Settings where it says:
Public—The custom setting is available through the Enterprise WSDL like any custom object. You can package custom settings defined as public. The subscribing organizations can edit the values, as well as access them using Apex and the API, regardless of the type of package (either managed or unmanaged).
The issue you're having could possibly be one of your objects being protected. Otherwise, based on the Help page Managing Custom Settings Data, I can find no references to any capabilities for importing or exporting Custom Settings. Even managed packages need to script any data they want to import or create in their custom objects. They can't import it as metadata.