Increasing exercise also increases consumption. Note that sustained moderate exercise can consume fat, while excessive exercise mainly consumes muscle glycogen, which leads to rapid fatigue. So it's of little use.
Sunlight can convert cholesterol in the skin into vitamin D, which helps to absorb calcium.
Generally speaking, high triglycerides require drugs, and the first choice is fibrates, mainly fenofibrate and gemfibrozil, but fenofibrate should be better because it not only has the effect of lowering triglycerides, but also has a moderate effect of lowering cholesterol.