The causality of elevated cholesterol and coronary heart disease isn't entirely proven. What we see in studies is mostly correlations. Cholesterol-reducing drugs have been shown to not lower the risks associated with high cholesterol levels, so I do think this is an area where we may not have the complete picture yet.
Dr. Jason Fung has a few interesting figures in his book, citing studies where the consumption of eggs for example decreases risks, kind of fascinating.
People who are born with unusually low cholesterol levels also seem to be essentially immune to heart attacks. I don't have the link to the study handy since I'm on my phone.
Be careful what evidence you accept on this question. There are billion dollar industries doing their best to confuse the issue.
Dr. Jason Fung has a few interesting figures in his book, citing studies where the consumption of eggs for example decreases risks, kind of fascinating.