Sorry if the topic is old, but it fits exactly my issue.
I'm in this same situation creating my first ad campaign in Hype Pro. I created a rectangle on top of my scene with no fill and 0px border, and pasted the target URL in the document inspector, also added the action "exit" for DoubleclickDCM. But in the preview the banner is not working: It is not clickable, you are not being taken to any URL. It just plays.
Also, the export creates a folder named xxx.zip that is not an actual .zip file but a folder with that name. What I'm doing wrong? Or is the export mechanism not working well? I downloaded and reinstalled again the script but problem remains. Fixed this export problem chaging the name of the zip file; instead of "Mercadillos navideños v1" used "Mercadillos" and it worked. (?)
Edit: Guess what, it started working in the preview going to the actual site. Sad thing, I don't know what did I do to fix it.