How to fully export and import the VPN settings on OS X Lion? I discovered the export option from OS X does not export things like: proxies, or DNS settings from the VPN configuration.

How can I export all of these?
Well I found a thread here that seems to accomplish what you're asking.  I can't put it any better than forum poster himself, so here's what he said in case the page isn't working:


  I figured out a way to do this, so thought I would post for anyone
  following me that has a bunch of VPN settings and doesn't want to
  manually key them back in. You will basically have to copy &amp; paste a
  few GUIDs to make your old prefs data match your new system. This
  worked for me going from one Mac OS X 10.6 SL system to another SL
  system. I would imagine similar steps would work for Mac OS X 10.5
  Leopard and possibly 10.7 Lion. Here we go:
  
  
  First, go to Network Preferences on your new machine and add VPN (L2TP), VPN (PPTP), or whatever VPN "interfaces" you need. Do not
  create any new VPN configurations at this time. Close Network Prefs.
  Open System Profiler, select and copy to the clipboard the Hardware UUID from the Hardware tab.
  Navigate to ~/Library/Preferences/ByHost and find your old NetworkConnections prefs file. It will have the form of
  com.apple.networkConnect..plist. Make a copy of this
  file. Replace the  portion w/ the one you copied in
  step #2. Don't forget to remove any spaces and the " copy" tag. You
  should now have a new file called
  com.apple.networkConnect..plist.
  Open 2 files in an editor that can handle .plist files (I used TextWrangler): the com.apple.networkConnect..plist file
  you just made, and
  /Library/Preferences/SystemConfiguration/preferences.plist.
  In preferences.plist, look for the GUID of each VPN interface that you've created. The "UserDefinedName" string at the end of the key
  will tip you off:
  
  
  &lt;key&gt;14A4B264-C231-41FE-857B-EE5557B69851&lt;/key&gt; &lt;dict&gt; &lt;key&gt;DNS&lt;/key&gt;
  &lt;dict/&gt; &lt;key&gt;IPv4&lt;/key&gt; &lt;dict&gt; &lt;key&gt;ConfigMethod&lt;/key&gt;
  &lt;string&gt;PPP&lt;/string&gt; &lt;/dict&gt; ... &lt;key&gt;UserDefinedName&lt;/key&gt;
  &lt;string&gt;VPN (L2TP)&lt;/string&gt; &lt;/dict&gt;  
  
  The first long string ("14A4B264...") is the part you need. Copy this
  to the clipboard.
  
  
  Now move over to your com.apple.networkConnect file. Find the key that has all of your old VPN settings for that VPN type contained
  w/in it. Select all of the key name (which is the GUID of your VPN
  interface on your old Mac), then paste to replace it w/ the new GUID.
  Repeat steps 5 &amp; 6 for each VPN interface you need. In my case, there were 2: L2TP and PPTP.
  Save your changes and close the com.apple.networkConnect file. Close the preferences.plist file WITHOUT saving anything.
  Open your Network Preferences, select your VPN interface(s), and you should see your past configurations.
  


Hope this helps you!