cholesterol is very important for the body and is used in every cell in the body. Eating cholesterol is the primary way we get the cholesterol for body processes, but not the only way. If the body decides it needs more cholesterol than you are giving it, it will just make it's own. Many people with high cholesterol that is not being controlled by diet have this problem. In these cases, the only way to control it is with medications. Hope this helps.
you can be a vegan and still be eating a high total fat/saturated fat diet which can increase your lipids. are you exercising? what is your height/weight?