I have an API connection to a CRM, that contains business's Australian Business Number (ABNs). I want to be able to query the ABN on the ABN Search Website, to bring back the business Name, and other registration details. Is this something that Power BI / Query can do? Or do I need to get an external source to do this for me?

Here is a proposal for a flattening of the XML. Thanks to ImkeF for providing guidance. let Source = Table.FromRows(Json.Document(Binary.Decompress(Binary.FromText("NcrBCcAwDEPRVUTOPUh2bHeXkP3XqCHNQXx4aK0hgUnIDaE59vPTRHqXuvRSKBroccigXlTB3C55FhSJyn7tDw==", BinaryEncoding.Base64), Compression.Deflate)), let _t = ((type nullable text) meta [Serialized.Text = true]) in type table [ABN = _t]), #"Added Custom" = Table.AddColumn(Source, "Data", each Web.Contents(URL,[RelativePath=Path, Query= [searchString = [ABN],includeHistoricalDetails="N",authenticationGuid=GUID]])), #"Added Custom1" = Table.AddColumn(#"Added Custom", "XML", each Xml.Document([Data])[Value]{0}{1}[Value]{3}[Value]), #"Expanded XML" = Table.ExpandTableColumn(#"Added Custom1", "XML", {"Name", "Value"}, {"Attribute", "Value"}), #"Replaced Errors" = Table.TransformColumns(#"Expanded XML", {"Value", each if Value.Is(_, type table) then _ else #table({"Value"}, {{_}}) }), #"Expanded Value" = try Table.ExpandTableColumn(#"Replaced Errors", "Value", {"Name", "Value"}, {"SubAttribute", "Value"}) otherwise [Value], #"Removed Other Columns" = Table.SelectColumns(#"Expanded Value",{"ABN", "Attribute", "SubAttribute", "Value"}) in #"Removed Other Columns"