I have no experience with this scenario, so unfortunately, don’t have any advice for you.
I have never looked at how embedded Visio objects are stored. I always presumed that the approach is similar to that of embedded spreadsheets and so on, but don’t know about the format of what is in the Visio file, or if in the WordprocessingML, there is a cached image for the embedded object. But it should be relatively straight-forward to figure out.
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