According to the logs and $SPLUNK_HOME/var/run/splunk/dispatch, the configured search executes successfully and produces results in csv format.
The cursor and CSV header files are written to HDFS filesystem (that means the HDFS connection works and permissions for splunk to write are in order).
Strange message in splunkd.log
09-24-2014 21:26:12.066 +0200 WARN AdminManager - Handler 'hdfs_export' has not performed any capability checks for this operation (requestedAction=edit, customAction="force", item="P_WebTrends_CSV"). This may be a bug
And Message from HadoopConnect.log:
"Field 'rmIP' is not presented in fields exported last time. last export fields: ['_time', 'src_ip', 'WT_cg_s', 'WT_co_f']", "value": "_time,rmIP,ipF,a_ip,…"