Although there is a hack to import CMYK copied files Ian Lyons maybe I can't remember right now, you cannot export CMYK form LR. You could however output to a folder which is watched ( Mac I'm talking PC I have no idea) and use one of the ICC scripts to convert, or do the same in Bridge with automation, convert to X profile. There are more than one way to this in Photoshop and or via Bridge, you'll have to look around in the various places both Bridge and Photoshop to find exactly the menu items to use.