the SNAPHU export creates the header file UnwPhase-ifg-srd-07Aug2014-31Aug2014.snaphu.hdr but not the corresponding image. This has to be created outside SNAP with snaphu:
https://web.stanford.edu/group/radar/softwareandlinks/sw/snaphu/
Please also see here:
If you successfully processed the unwrapped phase, you can import it into SNAP again.