Hello @Dumont,
In Azure Purview, "HVE" stands for "High Value Entity".
An HVE user is an account with access to sensitive or high-value data assets within an organization.
These are typically users with elevated privileges and access to critical data, such as financial or personally identifiable information (PII)
This Tech community document explains monitoring activity from high-value accounts using the KQL queries.
I hope this helps. Please let us know if you have any further questions