You can export all vulnerabilities through the API and in the request filter by host name. This is documented here: Security problems API - GET all problems | Dynatrace Docs
Hope this helps!
Thanks a lot for the reply @Fin_Ubels. After testing and playing around those parameters, I have reached only to a level where I can create 1 excel for each hostName with all the vulnerabilities. But it seems like I cannot create just one excel sheet with added extra property (column) of hostNames along with all the vulnerabilities.