Shell script to extract data from a list of files and saving it as a csv

To parse JSON-encoded data robustly, you will need a JSON codec. This pretty much means Perl or Python (or Ruby ...). Since I'm a Perl guy, here's a Perl solution.

First off a one-liner:

$ perl -MJSON -ne 'BEGIN { print("clientId;intent;time;userId\n"); } eval { my $obj = from_json($_); my $msg = $obj->{msg}; $msg =~ s/^.*{\s*|\s*,\s*}.*$//g; my %m = map { m/^([^:]*):\s*(.*)/; ($1, $2) } split(/,\s+/, $msg); print("$m{clientId};$m{intent};$obj->{time};$m{userId}\n"); }; warn($@) if ($@);' <x
clientId;intent;time;userId
5003700557;YesIntent;2019-01-21T12:23:10.323Z;AFC5EH5PIHHLO4XS7SG

Since that is a little excessive, even for Perl, here's a readable script as well:

#!/usr/bin/perl

use strict;
use warnings;
use JSON;

print("clientId;intent;time;userId\n");
while (<>) {
    # Don't choke on malformed lines
    eval {
        my $obj = from_json($_);
        my $msg = $obj->{msg};
        $msg =~
            s/^.*{\s*    # Trim up to and including the leading '{'
            |
            \s*,\s*}.*$  # Trim trailing ',}'
            //gx;
        # Split $msg into key-value pairs
        my %m = map {
            m/^([^:]*)   # Stuff that isn't ':'
            :\s*         # Field separator
            (.*)         # Everything after the separator
            /x;
            ($1, $2)
        } split(/,\s+/, $msg);
        print("$m{clientId};$m{intent};$obj->{time};$m{userId}\n");
    };
    warn($@) if ($@);
}