Downloading Case Log

We are speaking with a company that have asked for all of our correspondence between ourselves and Amazon. What we need to do is export the case logs in to excel but include all the messages in each case as well? Is there a way of doing this? I can see there is an ‘Export Report’ button in the bottom right on the case log home screen, but that only shows us what is on the home screen but in excel form- without all the messages that were in the case.