when I go to select options for color space there is not an option for cmyk. This seems like it should be so basic, that I'd expect it to be an option. I assume there is a way to set it up, but don't see any simple way to do that.
In Photoshop create an action which converts to CMYK and sets whatever profile you need, and save this action as a droplet. You then run the droplet as a post processing step (bottom of Export dialog) or set up the droplet as an external editor.