Does SXA support consuming an RSS feed or JSON, style it and the render it on the website. I see components to generate RSS but not to consume it.
I don't think this is possible just ootb, but can be done pretty easily with a bit of custom code and rendering variants.
You can use external data in the variants if it is available in your model. You can read about this on my blog: https://ggullentops.blogspot.com/2019/03/external-model-data-SXA-variant-Sitecore.html
What you should do is create a custom component that can handle rendering variants. In that component you can add properties (can be as many as you want, can also include complex types if needed). Those properties will be available in your rendering variants - you can add those with the "Model" variant.
If you can write the custom component that reads the rss or json data and puts that data in properties, you can use variants to display all that data - making it very flexible to determine what data you want to show (and how).