In Site Investigation, on the overview page you'll spot Exports. Once you finish your investigation and tagged your sites, select Export.
Select Backlink Analysis (formerly Audit) and update the rules as you need i.e When a link is tagged: Disavow, then: add to disavow list. Then click Send Now.
Open your profile in Backlink Analysis and use the advanced filters in the action bar to show links both in Investigate and Disavow Lists.
You can then review these and then remove the links from the Investigate list (and thus removing them from Site Investigation). The links will be on your Disavow file.