This line, in the middlish of the sub controls the delimiter between items of one event.
oneEventString = oneEventString & HeadersArray(i) & _
   CStr(Application.Intersect(.Cells,dataRange.Columns(columnsReturned(i))).Value) _
   & vbCr
and this line, near the start of the sub, controls the delimiter between different events.
Dim oneEventString As String, eventDelimiter As String: eventDelimiter = vbCr
If you are on a Windows machine, you might need to use vbLF or vbCrLf instead of vbCr.