I explained what the options in Export Multiple do. These accord with the behaviour you describe.
I also explained that Audacity does not name the exported files according to chosen items of the metadata. If you import a file as the first action in a project, it does add that file’s name to “File name prefix” which you can see in the Export Multiple dialogue.
I agree that a possible feature request would be for you to type a “placeholder” such as “%t” into that File name prefix, so that you typed “Lost Tatters - %t- Broken Glass” and then the exported file name would replace “%t” with whatever the Track Title metadata value was for each file. That still would not help your case because you don’t want track numbering in the file names. What you would need is a freeform fIle name box that did not add the track number.
So as it is now you could do what I already explained in my first reply, which is to copy and paste in the labels.
In the case you give, type in the first label what you want to appear as the file name:
Lost Tatters - Roadside - Broken Glass
Copy that by CTRL + C or right-click, as I described.
When you create the second label, paste into it (using CTRL + V or right-click, as I described). Click in the label to left of the “R” of “Roadside”. Press DELETE on your keyboard until you have removed “Roadside” then type the name you want for the second track.
Repeat the process for the other labels.
This isn’t perfect, because the Track Title in the metadata will read exactly as you type in the label, so it will include the group and the album name. To fix that, you could enable “Show Metadata Editor prior to export step” in Import/Export Preferences. This will cause Metadata Editor to appear for each of the separate exported files after pressing “Export” in the Export Multiple dialogue. You could then amend the Track Title metadata there.
And even then, this still isn’t perfect because you are degrading the MP3 audio by re-encoding it into new MP3’s. If you are not applying effects in Audacity, only splitting the file up, you should use a lossless MP3 editor such as mp3DirectCut to do the split. It can also do volume changes to the files.