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Is it possible to extract the Redshift data with a different/modified process that escapes the pipes, or delimits fields using another character? I don't see any tool guessing correctly which is delimiter and which is data; that intelligence should come from the extract/export of data. Seems like it's a pre-processing problem that needs to be resolved external to Alteryx.
Did I just restate your problem and add no value? :P
Maybe someone else in the community has specifically worked with Redshift data and solved this problem. Sorry I can't be of more help.
Knowing very little about Redshift, there could be some things I'm missing here, but could you possibly do something like the following:
1. Import it without specifying a delimiter, so it brings everything in as one line per record
2. Use a Replace formula to change the "\|" instances to something other than a pipe (some sort of obvious/easily replaceable keyword like "PIPEDELIM", or you could surround the | with parentheses or quotes that indicate you can ignore that delimiter in the next step)
3. Split your field using Text to Columns tool with the pipe delimiter (which will no longer split the one it shouldn't since you replaced it in step 2 with a keyword, or you can check the box to ignore delimiters in quotes or parentheses)
4. Put the pipe back into the appropriate field using another Replace formula to replace the keyword or remove any parentheses/quotes around it
Might look something like this?
Let me know if that seems like an option/might work. :)