So if you install OData source into SSIS ETL package and feed it with sharepoint list like "/_vti_bin/listdata.svc/list", it will be eaten.
BUT, multiple lookup fields are just totally absent. Even if you would love to parse it manually there is just nothing to deal with.
So in order to get it you must use another syntax:
/_api/web/lists(guid'<guid>')/items?$select=Title,LookupField1/FieldToBeExpanded1
If you use it there will be an xml output
BUT, how to feed it to SSIS OData Source? It chokes no matter how you turn it.