Parsing

Parsing means converting the JSON into a more useful data structure such as an object or array.

Using Power Query

VBA-JSON-parser - GitHub

link - github.com/omegastripes/VBA-JSON-parser 

Code Snippet

This uses Scripting Dictionary available from the Microsoft Scripting Runtime library.
This uses Regular Expressions available from the Microsoft VBScript Regular Expressions 5.5 library.