You can do a liquid-liquid extraction between acetonitrile/hexane. The heavy fat will stay in hexane and your fatty acid should be in acetonitrile. However, you need to check the recovery first by add your analyte in acetonitrile and shake with hexane to see that you still have all of your analyte in acetonitrile. You can filter the acetonitrile phase before injecting to HPLC. I would put the column filter before column with you need more protection. your guard column should do this job already.
Assuming a silica bonded phase, you can also wash the column with dichloromethane. Wash the column with methanol or acetonitrile followed by the dichloromethane. Wash again with methanol or acetonitrile.
Polymeric reverse phases will swell if dichloromethane is pumped into them, and will ruin the column.
I suggest that you should filter your fatty acid rich extract with normal silica column chromatography and after its purification you can go for normal phase HPLC analysis