Pulling information from XML to insert into Word Document inside 3rd party application
A few remarks:

Variables:

I personally like declaring my Variables with a Type (the little safety needs to be used..). And while we're at it, I don't like having lists named as items

Thus I personally(more emphasis) would rather do:

Dim oNode As Variant
Dim oNodeList As Variant


Conditionals


If ReturnData Is Nothing Then
    ReturnData = ""
EndIf



This if-statement evaluates to true only once. Instead you should initialize ReturnData before your For Each and then you can completely remove it:

Set oNodeList = 'shortcutting here
Dim ReturnData = "" As Variant/String
If oNodeList.Length &gt; 0 Then
  ' carry on