As you have established, you cannot apply a filter in OutputTo.
So in this case you have to apply the filter in the report; this requires 3 bits of code.
In a standard module declare a public variable :
Public myFilter as string
In the Report_open event procedure apply the filter..
IF Len(myfilter) > 0 then
me.filter = myFilter
me.filterOn = True
endif
In your current code you set up the filter:
ExportName = rs("Vault Name")
myFilter = "Locationfieldnamehere = '" & exportname & "'" ' add this line with your own field name
DoCmd.OutputTo acOutputReport, ReportN.......