As far as I am aware, Roblox doesn’t allow direct requests to its API from its own servers. You can use things like ProxyService to get around that, though it’ll probably take some time and diligence to fully set up. You’ll have to include in that proxy your authentication information so make sure it’s a source you can trust.
If you want to make requests to the Roblox API outside of studio, python has been always fine for me and only requires a header that has your cookie to authenticate yourself.
Here’s a topic showing what requests look like in python:
Hopefully this is helpful for you!