VBA Script error and may be from going from Excel 2019 to Excel 365

[Saskatchewan]

I am trying to run an excel workbook that I originally wrote in Excel 2019, but, when I run it in Excel 365. I think that I am posting code correctly, so, if I didn't apologies ahead of time.
This is an Excel VBA workbook that I wrote in September but have not touched VBA since, so I am super rusty.
When I try running it, I get a "Run time error '424' Object Required"
Is there something that I forgot to enable? I guess that I can't upload the workbook...

Option Explicit

Sub HamsWednesday()

'Wednesday Date Update
Sheets("Weekly Prices_Wednesday").Range("C1").Copy
Sheets("Weekly Prices_Wednesday").Range("H2").PasteSpecial Paste:=xlPasteValues

'Define Variables
        Dim Obj(2) As Object, S$(), V, T$, R&
        Set Obj(0) = CreateObject("WinHttp.WinHttpRequest.5.1")
        Set Obj(1) = CreateObject("htmlfile")
        ReDim S(1 To Rows.Count, 0)

'Clear Data From Wednesday Cells
Worksheets("Weekly Prices_Wednesday").Columns(1).ClearContents
Worksheets("WednesdayValues").Columns("A:B").ClearContents
 Sheets("Weblinks_Wednesday").Columns("G").Copy
 Sheets("WednesdayValues").Range("A1").PasteSpecial Paste:=xlPasteValues

'Source Data from Wednesday Websites
        Application.Cursor = xlWait
        Worksheets("WednesdayValues").Activate
    For Each V In [A1].CurrentRegion.Value2
            T = ""
            Obj(0).Open "GET", V, False
            Obj(0).setRequestHeader "DNT", "1"
            On Error Resume Next
            Obj(0).send
            If Obj(0).Status = 200 Then T = Obj(0).responseText
            On Error GoTo 0
        If T > "" Then
                 Obj(1).body.innerHTML = T
            With Obj(1).getElementsByTagName("H2")(4)
                    R = R + 1:  S(R, 0) = .innerText
                For Each Obj(2) In .NextSibling.Children
                    R = R + 1:  S(R, 0) = Obj(2).innerText
                Next
            End With
                DoEvents
        End If
    Next
        If R Then [B1].Resize(R).Value2 = S
        Application.Cursor = xlDefault
        Erase Obj
        
'Return Wednesday Values from Sites for Calculations
Sheets("WednesdayValues").Columns("B").Copy
Sheets("Weekly Prices_Wednesday").Range("A1").PasteSpecial Paste:=xlPasteValues

End Sub

 

[RoryA]

Which line causes it?

 

[Saskatchewan]

This is the line that is highlighted "R = R + 1: S(R, 0) = .innerText"

 

[RoryA]

That would suggest that Obj(1).getElementsByTagName("H2")(4) is not returning anything. Perhaps the source page has changed in the meantime.