If you're on Office Insiders Fast, try using Power Query in Excel for Mac (version 16.26.521.0 16.26 (19052200) or later) today! For more info, see Guy Hunkin's blog.
I'm using ver 16.42 of Excel on Mac, but when I save my Web Queries to my Queries Folder my .iqy files are greyed out, so I can't click on them to run the web query.
