Hi Kornel,
I'm not sure to fully understand your last question.
What I understand you can do is as follows:
1/ Send a delivery
2/ Checking the exclusion logs of the delivery and if needed you have a button to export it directly (you can even change the columns you want to retrieve)
OR
2/ If this is not enough, create a workflow to retrieve profiles that were excluded from the delivery
3/ Either export the list of recipients with the data you need (delivery id, etc.) in a file with an Extract file activity, or save this list in an audience (Save audience activity), at your convenience. If you save it in an audience, it will be up to you to name and add a correct description for that audience to make sure you know what it contains.
As an exemple, you can use a query targeting profiles that looks like this, where "abcdef" is the ID of the delivery:

Hope this helps,
Florent