Suppose an API returns JSON response like this

{"error":"","data":"xxx"}   

And in the place of xxx it returns HTML code/page.

Does this HTML need some escaping like HTML escaping or JSON-escaping?
Is it better to be HTML-escaped or not?
Could this HTML in some cases break the JSON surrounding it, and if so what should be done for that not to happen?

I just wonder what the best practice is regarding this.