sql.request in 2007
 

Microsoft gives the following disclaimer in it's documentation:

Important The SQL.REQUEST function is not supported in Microsoft Office
Excel 2007 because the Excel 2002 Add-in: Open Database Connectivity
(XLODBC.XLA) is only supported in Excel 2002.

Has sql.request been replaced with anything else?

It was a handy tool to allow data requests from multiple sources back to a
single excel sheet.