In the Legacy Reporter, you should go to templates and create a report template, put "Template Type" on "multiple elements" and add a Status Query block, click save.

Then in the templates overview, click your template, and select "Selected protocols:", choose your protocol and parameter(s).

At the bottom, there's a permalink icon (¶). Click right and choose "copy link address". When opening this url, it will immediately start to generate the report containing the status query. This URL can be used to embed it into a Visio shape.

Even better would be to use the new Dashboards app, where you can create a GQI query to get the same result, which has a lot more additional functionality to play with the data. These dashboards can also be embedded, click below the header bar on the three dots "..." and choose Share, there you can enable Embed and copy the URL:

An additional big advantage of using a new dashboard is that the visualizations are user interactive.