Why would they not be transitive in this case? The mechanisms are well understood.

All the "blue zone" diets are low in animal protein and saturated fat:

https://www.npr.org/sections/thesalt/2015/04/11/398325030/ea...

Eat mostly plants, especially beans. And eat meat rarely, in small portions of 3 to 4 ounces. Blue Zoners eat portions this size just five times a month, on average.

The mechanisms of cholesterol -> heart disease are not well understood. Cholesterol is a natural component of the blood - if it's too low or high it implies you are ill. The levels being off correlate with heart disease but I don't think there's a simple high cholesterol directly causes deposits causation.

What would bother me is the idea of two stories

Story one:

High cholesterol --> higher rates of plaque deposition -> heart disease.

Story two:

Inflammation --> plaque deposition that is highly sensitive to cholesterol levels --> heart disease.

No Inflammation --> no plaque deposition --> no heart disease.

If story one is true, inflammation is unimportant. If story two is true then inflammation is what's important and going after cholesterol levels is treating a secondary cause instead of the primary cause. One gets fooled by the dose/disease relationship in the context of inflammation.

Not sure what you're asking? You've shown two correlations and you can't make the conclusion the way you did based on those two correlations. It's just how statistics works in our complex world. Perhaps if you can prove that only cholesterol affects CVD and nothing else. Good luck with that.

You'd need to study the relationship directly. Otherwise, your ignoring the whole range of effects that eating saturated fat may have that would counteract CVD. You're just picking one effect (cholesterol) and making invalid transition from that to correlation between saturated fat and CVD.