Take my comment with a grain of salt, I am new to the Shelby family, but based on some recent personal shopping and minimal conversing with Ford...it seems to be about 30%-35% are HE. Maybe more are being made that are direct orders and going unaccounted for, but even the Ford rep last week ballpark about 30% of his calls are about GT500 HE. Include the production numbers from Ford in 2021, and general estimates of previous years productions...it all boils down to around 4,000 GT500's made this year.
*Again, that math is not confirmed by Ford but calculated based on Ford productions and recent years production.
Let's just say that math at least puts us in the ballpark, it would calculate that less than 1,500 HE made.
I think the real question is beyond your GT500 being a HE, is your HE painted or vinyl stripes? Based on my shopping experience less than 25% of the HE were painted stripes and a little less are HE Golden Tickets...HE CFTP.
Now if the concern is if the HE will hold its value because it is "rare"...it is definitely going to be a rare edition. I found 2 1967 Brittney Blues for sale two weeks ago and they were asking an average of $130,000.
$130,000 is good return on your money, considering owners enjoyed the car (had around 40,000 miles on each) and the inflation value of the car in 1967 (in today's money) would have cost around $35,000. So it is a $95,000 return on your money.
If you are wanting a unique version of the GT500, the HE is a great car. If you are wanting to increase the rarity of the car, make sure you get your HE CFTP. I have "heard" that trim being sold for $190,000. However, I don't know if the 3 on eBay last week sold at $170,000-$175,000. That is still around $60,000 over sticker.
Also remember, Ford is changing to the S560. This could be the last year a Shelby Mustang is produced with a full ICE Predator engine. It is definitely the last year of the sixth generation and for what it is worth, Chevy is killing the Camaro after the sixth generation.
A lot is speculation. But if you want to increase your value the most, keep your miles low and garage kept. IMO, the HE GT500 is a good buy and will hold its value extremely well and you should also enjoy it along the way.
*For what it is worth, I got vinyl stripes, even though it may not be as rare on HE, it still is a Shelby GT500 HE

It may bring less value later than painted stripes but it also costs less today too.
If you search MECUM recent auctions, there is a Shelby of some sort in the Top 10 at almost every auction...sometimes more than one. And they almost always sell for over $120,000+. In short, it's hard to be right side up when trading on cars...but a Shelby HE "CFTP if you can afford to go all out" gives you a really good chance.