Reproduction steps:
1. Open project in "2020.1.0a20.zip"
2. Notice that in Shader Graph "ShaderGraph" there is a Custom Function Node
3. Notice that the Custom Function Node references a file "Script.hlsl"
4. There is a Sub Graph "New Shader Sub Graph" created from "ShaderGraph"
5. Try Exporting the "ShaderGraph" via Project window (right-click context menu -> Export Package...)
6. Make sure that "Include dependencies" option is on

Expected results: both: the referenced file "Script.hlsl" and Sub Graph are included as dependencies during Export
Actual results: neither the file nor the Sub Graph are included as dependencies during Export

Reproducible with: Shader Graph 4.10.0 (2018.4.16f1), Shader Graph 6.9.2 (2019.2.19f1), Shader Graph 7.1.7 (2019.3.0f5, 2020.1.0a20)
Could not test with 2017.4 because there is no Shader Graph in versions earlier than 2018.1

Notes: in 2018.4 I was not able to open Shader Graph editor and create a Custom Function node with a Script therefore only tested with Sub Graph