Лучше использовать словари, конечно
data = [{'lead_id': '756644', 'user_id': '1015455', 'date': '159565554', 'answers':
[{'key': 'first_name', 'answer':
{'value':
'Alex'}},
{'key': 'email', 'answer':
{'value':
'534534534@mail.ru'}},
{'key': 'phone_number', 'answer':
{'value':
'+79864567253'}}]},
{'lead_id': '756664', 'user_id': '1016766', 'date': '1595643427', 'answers':
[{'key': 'first_name', 'answer':
{'value':
'Al'}},
{'key': 'email', 'answer':
{'value':
'p67673@mail.ru'}},
{'key': 'phone_number', 'answer':
{'value':
'+7 (999) 3965533'}}]}]
all_info = []
for member in data:
member_info = []
member_info.append(member['lead_id'])
answers = member['answers']
for answer in answers:
answer_key = answer.get('key', None)
if answer_key == 'phone_number':
member_info.insert(1, answer['answer']['value'])
elif answer_key == 'email':
member_info.insert(2, answer['answer']['value'])
all_info.append(member_info)
print(all_info)