Do it by filtered results. Whatever the collection of actions are for the whole set, filter down to one type of actions at a time until you get a list that is less than 20k, export, remove that filter and switch to filter that leaves off all those you just exported and gives you a list of the other actions, say data changes or whatever. Lather, rinse, repeat until you have all the activities. So export delivereds, then opens, then clicks, if necessary. You can figure out a way to get them all out.
Sure, a pain, but very common in service UIs; most have much smaller export caps.