I would try not compress the JSON data. Insert it as it is as JSON. SQL server has built in JSON support to query that data. If you compress the data before inserting it, SQL server is not able to query information out of the JSON data structure. It can only retrieve the full compressed blob.
This fully depends on your requirements.
Example (from https://learn.microsoft.com/en-us/sql/relational-databases/json/json-data-sql-server?view=sql-server-ver16
SELECT Name, Surname,
JSON_VALUE(jsonCol, '$.info.address.PostCode') AS PostCode,
JSON_VALUE(jsonCol, '$.info.address."Address Line 1"') + ' '
+ JSON_VALUE(jsonCol, '$.info.address."Address Line 2"') AS Address,
JSON_QUERY(jsonCol, '$.info.skills') AS Skills
WHERE ISJSON(jsonCol) > 0
AND JSON_VALUE(jsonCol, '$.info.address.Town') = 'Belgrade'
AND Status = 'Active'
ORDER BY JSON_VALUE(jsonCol, '$.info.address.PostCode')
SQL server also has build in support for compress/decompress. Check article https://techcommunity.microsoft.com/t5/sql-server-blog/storing-json-in-sql-server/ba-p/384576
What is your requirement for compression? Faster transport, DB space, ...?