As far as I remember, GPS data gets lost when exporting as reframed video. With regard to X3 you can find instructions here: https://help.mapillary.com/hc/en-us/articles/11951588568604-Insta360-X3. Pay attention that the insv video file, not an mp4 should be uploaded. But I am not sure that it is working for X4 too because I read Insta changed the internal format between X3 and X4.
You can not export a video as photo sequence only Intervall photos:
