I think you are confused. If you have a leading zero and you save as CSV,
then I would be pretty confident that the leading zero will still be there
in your CSV. I would suggest that you open your newly-saved CSV with
Notepad to check.
The problem arises if you try to read your CSV with Excel, either by
double-clicking in the CSV or by File/ Open. Going through that route,
Excel will decide that the incoming text is a number, and automatically
remove the leading zeroes. If you want to keep the leading zeroes you need
to treat the incoming number as text, which the text import wizard allows
you to do. To impose the text import wizard, either rename your .csv as
..txt before trying to open it, or open the CSV from within Excel by using
Data/ Import External Data.