The best way to backup a database is via the cmd line, using mysqldump, if you shell/ssh access to the server.
You should have no issue using the built in backup program via cpanel.
Using anything related to php is not suggestible as it can timeout when running a php script for a long time, depending on the size of the db, the setting for max_execution_time should be adjusted to a large timeout if your doing them via a script or a program such as phpmyadmin.
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