Begin by accessing ClickUp's API. You need an API token to authenticate requests. Log in to your ClickUp account, navigate to your profile settings, and generate an API token. This token will allow you to make authorized API requests to retrieve data.

Identify the specific data you want to export, such as tasks, lists, or projects. Familiarize yourself with ClickUp’s API documentation to understand the endpoints available for accessing the required data. Note the parameters needed for each endpoint, such as space_id, folder_id, or list_id.

Prepare your local environment for making API requests. Install a programming language that supports HTTP requests, such as Python or Node.js. Ensure you have a text editor or an Integrated Development Environment (IDE) like Visual Studio Code for coding.

Write a script to fetch the data from ClickUp using the API. For example, in Python, you can use the `requests` library to make GET requests to ClickUp’s API endpoints using your API token for authentication. Parse the response to extract the data you need.

```python
import requests

api_token = 'YOUR_API_TOKEN'
headers = {'Authorization': api_token}
response = requests.get('https://api.clickup.com/api/v2/task', headers=headers)
data = response.json()
```

Ensure the data fetched is in the correct format. If not already in JSON, convert the data to JSON format. This usually involves serializing any objects or lists into a JSON string. In most programming languages, there are built-in methods or libraries to handle JSON serialization.

```python
import json

json_data = json.dumps(data, indent=4)
```

Write the JSON data to a local file. Use file handling techniques in your programming language to create and write to a file with a `.json` extension. Ensure proper error handling to manage exceptions during file operations.

```python
with open('clickup_data.json', 'w') as json_file:
json_file.write(json_data)
```

After saving the JSON file, verify its integrity to ensure all expected data is correctly captured. Open the file in a JSON viewer or text editor to manually inspect its contents. Check for completeness and correct formatting, such as proper nesting and absence of syntax errors.

By following these steps, you can efficiently extract and save data from ClickUp to a JSON file without relying on third-party connectors or integrations.