Mapillary support recently provided me with the following explanation, all credits to them.
Paste in your browser: https://a.mapillary.com/v2/s/<-sequence_key->?client_id=<-client_id->
With:
The return is a JSON that can be converted to csv. It will contain coordinates and the image keys. Generate points in QGIS (Delimited Text or CSV Import).
Parse the keys in the following URL in the attribute table:
https://d1cuyjsrcm0gby.cloudfront.net/<img_key>/thumb-320.jpg
The large picture is stored at */thumb-2048
The final link can be used to open the image in an 'Action' or a HTML MapTip. It would be best to remove the https:
part of the string.
You could also let QGIS Actions open the photo on the map in Mapillary:
https://www.mapillary.com/app/user/<-username->?lat=<-parse_lat_here->&lng=<-parse_lon_here->&z=17&pKey=<-parse_key_here->
In terms of time consumption Mapillary advises Python or JS. Will work in FME as well. Hope it helps you forward.