there will be VAT on the goods but it depends if the company is VAT registered or not. If they are not, charge them VAT at UK rate. If they do have a VAT number then they are responsible for paying the VAT at their countries rate. (though you will have to declare this to VAT people on quarterly form)
There are also lots of other rules and regulations regarding the value of the goods and distance selling thresholds - but then you are saying the goods never left the UK.
If they cannot prove the goods left the UK however this is where is gets tricky as you will need documentry evidence that the goods have left the UK for it to be classed as an export.
If i were you i would visit MH revenue and customs website and read notice 725