Hello All,

Thank you for your answers. This is how I finally achieved the desired result:

Script include:

initialize: function() {
        this.filePath = gs.getProperty('directory_path');
        this.midServer = gs.getProperty('midserver');
        this.authMidServerBase64 = gs.getProperty('authmidserver');
    },

    nameChange: function(exportSetName) {

        var exportGr = new GlideRecord("sys_export_set_run");
        exportGr.addEncodedQuery("set.nameSTARTSWITH" + exportSetName);
        exportGr.orderByDesc("completed");
        exportGr.query();

        if (exportGr.next()) {

            var attachSysID = exportGr.ecc_agent_attachment.sys_id;

        }

        var attachGr = new GlideRecord("sys_attachment");
        attachGr.addEncodedQuery("table_sys_idSTARTSWITH" + attachSysID);
        attachGr.query();
        if (attachGr.next()) {

            var attachName = attachGr.file_name;
            var attachDate = attachName.match((/\d+/));
            var newName = attachDate + '_' + exportSetName + '.csv';
        }

        var jspr = new JavascriptProbe(this.midServer);
        jspr.setName('FileNameChange'); // This can be any name 
        jspr.setJavascript('var ddr = new MidServer_script_include(); res = ddr.execute();');
        jspr.addParameter("verbose", "true");
        jspr.addParameter("skip_sensor", "true"); // prevent Discovery sensors running for the ECC input
        jspr.addParameter("filename", this.filePath + "\\" + attachName);
        jspr.addParameter("filePath", this.filePath);
        jspr.addParameter("newName", this.filePath + "\\" + newName);
		jspr.addParameter("operation", "rename");
        return jspr.create();

    },

Mid Server Script include:

initialize: function() {
        /**
         *** Set up the Packages references
         **/
        this.File = Packages.java.io.File;
        this.FileOutputStream = Packages.java.io.FileOutputStream;
        this.FileInputStream = Packages.java.io.FileInputStream;
        this.Path = Packages.java.nio.file.Path;
        this.Paths = Packages.java.nio.file.Paths;
        this.Files = Packages.java.nio.file.Files;
        this.StandardCopyOption = Packages.java.nio.file.StandardCopyOption;

        /**
		/* Set up the parameters
 		**/
        this.verbose = probe.getParameter("verbose");
        this.filePath = probe.getParameter("filePath");
        this.filename = probe.getParameter("filename");
        this.operation = probe.getParameter("operation");
        this.newName = probe.getParameter("newName");
        result = "initialize complete";
    },

    execute: function() {
        if (this.operation == 'rename') {
            this.fileRename(this.filename, this.newName);
        }
        return result;
    },

    fileRename: function(fileName, newName) {
		result+= "\r\n Renaming file.";
        this._debug(result);
        try {
            var res = this._moveFile(fileName, newName);
        } catch (e) {
            result += "\r\n Erro no renomeamento do ficheiro: " + e;
            this._debug(result);
        }
    },

    _moveFile: function(initialPath, targetPath) {
        try {
            this._debug("Initiating file move function");
            var inPath = this.Paths.get(initialPath);
            var tgPath = this.Paths.get(targetPath);
            var res = this.Files.move(inPath, tgPath, this.StandardCopyOption.REPLACE_EXISTING);

            result += "File successfully moved from: " + initialPath + " to: " + targetPath + " \r\n Result: " + res;
            this._debug(result);
        } catch (e) {
            this._debug('Error:' + e);
        }
    },

    _debug: function(m) {
        if (this.verbose == "true") {
            ms.log("::: Mid Server script include logger ::: " + m);
        }
    },

This functionality will be called in the after script in the Scheduled Data Export.