When you export, under 'Rendered Track' you can select 'All Tracks' and this will export all of your audio stems, including those coming from the effect channels and the master. However the return tracks' audio outputs will be the combined mix (ie if you have a reverb return track, you get the audio that comes out from everything that's sent to that reverb).
If you want your mastering effects (don't know why you'd want to do this with mastering effects except for equalization) and return effects applied to each track individually, I suggest creating an audio rack for each, and then copying and pasting it into each audio track. You probably won't be able to play your track any more due the processing requirements, and exporting will take a very long time to do, but it should be pretty quick to do. You'll have to adjust each audio rack send to your previous send setting with an empty node in the rack.
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