Can somebody advise on this?
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As you know, when exporting a crosstab in Tableau Server you are generating a .csv file. The tricky thing about .csv files is that they only formatting they support are new lines and commas. The big request you're making here is for different tabs. This is a technological limitation of .csv that you're not going to be able to force.
A possible solution might be to write a web-based program that you can trigger using a URL Action that takes a collection of the exported .csv files as input, merges them together and outputs the excel file formatted as you require. That program or script would have to take place outside of Tableau Server. For more on how to trigger URL Actions from a button you create see this blog post: The Greatest Tableau Tip EVER: Exporting CSV made simple! . The author, Andy Kriebel, is talking about .csv files, but you can just add your own URL destination rather following those exact steps.
There is this tool which sounds like it might do the second half of the solution I presented above. I haven't used it, so I can't vouch for it: Tableau to Excel: our free Tableau Extractor tool
Really Helpful links. Thx.