Hi,
If you use MaterialLine entity in datagrid and show its values along with associated TransferMaterial, it is possible.
You cannot do this from TransferMaterial as TransferMaterial can have many MaterialLines as per your association.
You can also use the default ExcelExport button from datagrid, to export the columns shown.
If you want to export columns not shown in datagrid then you must use excel exporter module.