sp_invoke_external_rest_endpoint JSON string could not be parsed

Trying out HTTP GET from Azure SQL as per @mauridb's article https://devblogs.microsoft.com/azure-sql/azure-sql-database-external-rest-endpoints-integration-public-preview/

Response: is 200, {"Success":true}
but Azure Data Studio shows:

    Msg 11558, Level 16, State 202, Procedure sp_invoke_external_rest_endpoint, Line 80
The @result JSON string could not be parsed. Please check the formatting of the JSON.

Sample code:

    DECLARE
        @url nvarchar(4000) = 'https://ifconfig.me/all.json'--put Azure Function Http GET endpoint
        ,@headers nvarchar(max) = N'{"x-functions-key":"keygoeshere"}'
        ,@payload nvarchar(max) = NULL
        ,@ret int
        ,@response nvarchar(max)
        ;

    exec @ret = sp_invoke_external_rest_endpoint 
        @url = @url,
        @method = 'GET',
        @headers = @headers,
        @payload = @payload,
        @response = @response output;
        
    select @ret as ReturnCode, @response as Response;

On the @payload you need to specify the query. Specify the query in one line, because line breaks are not supported.

set @payload = N'{
"queries": [
{
"query": "Your query"
}
],
"serializerSettings": {
"includeNulls": true
}
}';

Download and install the latest Azure Data Studio or SQL Server Management Studio for the best user experience.

On addition to @Alberto Morillo.

You try this below solution.

Even I got same error in my environment.

Here, the error is with parsing the json object.
That is something related to response in the function app where you are requesting.

Above are my function responses. Here you can see the return type is string. So that is the reason you are getting this error.
As per this document the result should be in json format.

So modify your azure function app response as below.
Basically, as Json format.

Now executed in data studio got successful result.

Response:

Again, you can query the response as below.

SELECT  *  from  openjson(@response,'$.result')