Runtime error 438. Object doesn't support this property or method

consume is a static method, COM does not support any support static methods only instance methods and properties. Get rid of the static's from your code.

You're consume method will also always return an empty string. You are stating your Consumer inside of a task but you are not waiting for that task to complete. You'll either need to get rid of the Task and run the Consumer synchronously or add an event to your netConsumer class and raise that event when the task completes.

Synchronous way:

public class netConsumer
{
    public string message;

    public KafkaOptions options = new KafkaOptions(new Uri("http://rqdsn0c.bnymellon.net:9092"), new Uri("http://rqdsn0c.bnymellon.net:9092"), new Uri("http://rqdsn0c.bnymellon.net:9092"))
    {
        Log = new ConsoleLog()
    };

    public BrokerRouter router = new BrokerRouter(options);

    public string consume()
    {
        var consumer = new Consumer(new ConsumerOptions("TestHarness3", router));
        foreach (var data in consumer.Consume())
        {
            Console.WriteLine("Response: P{0},O{1} : {2}", data.Meta.PartitionId, data.Meta.Offset, data.Value);
            var utf8 = Encoding.UTF8;
            message += utf8.GetString(data.Value, 0, data.Value.Length);
            ExcelWorksheet.writeToExcel(message);

        }
        return message;
    }
}

Asynchronous with event:

public delegate void ConsumeCompleteHandler(string message);

public class netConsumer
{
    public string message;

    public KafkaOptions options = new KafkaOptions(new Uri("http://rqdsn0c.bnymellon.net:9092"), new Uri("http://rqdsn0c.bnymellon.net:9092"), new Uri("http://rqdsn0c.bnymellon.net:9092"))
    {
        Log = new ConsoleLog()
    };

    public BrokerRouter router = new BrokerRouter(options);

    public void consume()
    {

        Task.Factory.StartNew(() =>
        {


            var consumer = new Consumer(new ConsumerOptions("TestHarness3", router));

            foreach (var data in consumer.Consume())
            {
                Console.WriteLine("Response: P{0},O{1} : {2}", data.Meta.PartitionId, data.Meta.Offset, data.Value);
                var utf8 = Encoding.UTF8;
                message += utf8.GetString(data.Value, 0, data.Value.Length);
                ExcelWorksheet.writeToExcel(message);
            }

            OnConsumeComplete(message);

        });
    }

    public event ConsumeCompleteHandler ConsumeComplete;

    protected virtual void OnConsumeComplete(string message)
    {
        var handler = ConsumeComplete;
        if (handler != null) handler(message);
    }
}

Couple of things. In the VBA code Consumer means two things (both the variable and the container of netConsumer); this is going to cause confusion at the least.

What is the external Consumer anyway? (The one that's not the variable.) It looks from the C# code like it should be netConsumer. How are you exporting the class to COM anyway? (Wrong stuff about namespace and class names edited out as per shf301 below.)

Third, since consume() is a static method, why are you creating a netConsumer anyway?