What I can suggest is to refer to the following blog post
describing in details how you can show the selected taxa in Sitefinity module items' backend grid and also how to add custom columns. Please also check the attached video demonstrating where you can find all the settings for the backend grid and to add columns.
Please note that we do not recommend deleting the default columns - for example the Title column - since we use this column as an identifier of the item so that we can open it in edit mode on click.
Regarding your question about sorting the backend grid by clicking on a column, please note that currently there is no option available to sort backend grid directly. The only option available for now is to use the sorting dropdown where you can sort by date, title and custom fields. Please refer to the attached screenshot (SortItemsInBackendGrid.png). In addition to this, you may also take a look at the following blog post
and the forum thread
for more details related to sorting dynamic and content items.
Regarding the export functionality, please refer to the following article
and checkout the Export content items created with the dynamic module
section for more details on this matter.
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