Issue is complete.

    DataTable WarningDataTable = new DataTable();
                        DataTable InfoDataTable = new DataTable();
                        DataTable ErrorDataTable = new DataTable();

                        WarningDataTable.Columns.Add(new DataColumn("WARNING", typeof(string)));
                        InfoDataTable.Columns.Add(new DataColumn("INFORMATION", typeof(string)));
                        ErrorDataTable.Columns.Add(new DataColumn("ERROR", typeof(string)));
                       
                        DataRow warningRow = null;
                        DataRow InformationRow = null;
                        DataRow errorRow = null;

                       
                        foreach (var row in this.ultraListViewWarnings.Items.Cast<UltraListViewItem>())
                        {
                            warningRow = WarningDataTable.NewRow();
                            warningRow["WARNING"] = row.Text;
                            WarningDataTable.Rows.Add(warningRow);
                        }

                        foreach (var row in this.ultraListViewMessages.Items.Cast<UltraListViewItem>())
                        {
                            InformationRow = InfoDataTable.NewRow();
                            InformationRow["INFORMATION"] = row.Text;
                            InfoDataTable.Rows.Add(InformationRow);
                        }

                        foreach (var row in this.ultraListViewErrors.Items.Cast<UltraListViewItem>())
                        {
                            errorRow = ErrorDataTable.NewRow();
                            errorRow["ERROR"] = row.Text;
                            ErrorDataTable.Rows.Add(errorRow);
                        }

                        //Clear ultra grids
                        notificationWarningGrid.DataSource = null;
                        notificationInformationGrid.DataSource = null;
                        notificationErrorGrid.DataSource = null;

                        //Set ultragrids
                        notificationWarningGrid.DataSource = WarningDataTable;
                        notificationInformationGrid.DataSource = InfoDataTable;
                        notificationErrorGrid.DataSource = ErrorDataTable;

                        notificationWarningGrid.DisplayLayout.Bands[0].Columns[0].Width = 150;
                        notificationInformationGrid.DisplayLayout.Bands[0].Columns[0].Width = 150;
                        notificationErrorGrid.DisplayLayout.Bands[0].Columns[0].Width = 150;

                      After setting the ultragrids, just use the ultragridexcelexporter and you are done.