Hi Vanessa JS,
First, my pleasure to assist you.
As per your description, please don’t worry, we can work together to narrow down and resolve the situation.
Based on my test, it seems I cannot reproduce issue when I go to excel, click the Data menu and select From Web and paste the web query URL from Search Ads 360. I use Microsoft edge default bowser.
Since you mentioned, " I followed the direction and logged in to SA360 in Microsoft Edge and load the query with no problem. Went back to excel to refresh the web query but it didn't resolve the problem." may I know does issue happened do specific Excel document? If the issue happens to all Excel files including a new created one, the issue is more related to the Office app itself or your computer environment.
In the meantime, to confirm whether this is a bug in a specific version, please provide us the version information. To check version: Open Excel>File>Account>Product Information and capture a full screenshot and share here (Please mask your private message for protecting your private message) and we will be tested on that version and verify the result with you.
I appreciate your understanding and stay safe!!
Best regards
Waqas Muhammad