Is there a way to connect to MySQL from roblox?

Yes but I believe you'll need a server to connect the two (don't know if you can skip it for MySQL)

How I send data over is like this, I use the JSONEncode function of HttpService to turn a table into a json string that can be sent and used on my web server

game.HttpService:JSONEncode({"connect",data,plr.Name,plr.UserId})

Then to get a response back

local response = game.HttpService:PostAsync("http://example.com",game.HttpService:JSONEncode({"connect",data,plr.Name,plr.UserId}))

You can use JSONDecode to turn json back into a table

Also if you were to use your recommended string you could use Concatenation to put in stuff from variables or things like that

local message = [[{
    "username":"]]..plr.Name[[..",
    "content": "]]..data.StringContent.Value..[[",
    "embeds": [{
        "description": "hii", 
        "title": "hiii", 
        "fields":[
        {"name":"hiiii", "value":"hiiiii"}, 
        {"name":"hiiiiii", "value":"hiiiiiii"}
        ]
    }]
}]]