Part 2: Send HTTP request for each row in Excel table
Your code is pretty solid. I so have a couple of minor tweaks.

Function CodeName() As Worksheet
Set CodeName = DataSheet
End Function


This function is just adding a layer obfuscation.   You should just change the worksheets code name.

Ctrl + R will Open the Folder Explorer
Alt + F4

From here you can change the Worksheet's Name property.

Combining lines should be avoided. It detracts from the readability of the code.  I am not opposed to declaring a variable and initiating its value in one line but only because you are allowed to assign values when declaring variables in most other languages.
Dim Target as Range: Set Target = Sheet1.Range(&quot;A1&quot;)
Here you are combing two actions into a single line.  Not only does it make it harder to read but it may run into problems later on when you are writing similar code.

.Open &quot;GET&quot;, url, False: .Send

Consider for instance that weeks down the you are having problems writing a new function because you forgot to .Send your request.  So what do you do?  You reference your code base.  Combing the .Open and .Send request into one line makes it hard to distinguish the ↑code above↑  from the ↓code below↓.

.Open &quot;GET&quot;, url, False

Although you never asked about speed I think its worth mentioning.
Adding Application.ScreenUpdating = False to the beginning of your code will make it run considerably faster.
Setting the varAsync parameter of the MSXML2.XMLHTTP.Open() method to True will allow the rest of the code to run while the HTTP XMLHTTP.Request() is processing.  This will allow you to create more connections.  Having 50 or more connections processing at once will greatly sped up the code.

Sub open(bstrMethod As String, bstrUrl As String, [varAsync],
[bstrUser], [bstrPassword])



In my answers to the questions below I create a connection pool.  I initiate the pool with x number of connections.  As the requests are completed the newly freed connection is given a new request.
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In truth, setting up a connection pool, is probably over kill.  But it is nice to know that it can be done in case you every need the extra speed boast.