Hello Katya,
probably using Windows?
Anyway this is due to the fact that what you see at the beginning is a thumbnail that is prerendered on your computer at export, while the real page is loading. That is a simplified, low-resolution version of the page that will load, so some specific items (like shadows) are missing. You should anyway see the real font, maybe the specific font that you are using is not compatible with the rendering engine used to render the loading image. Please try using a different font or the same font in a different format (e.g. ttf vs otf or woff, static vs variable fonts)