Actually HiveSQL does capture all Hive data including H-E token transactions. However, there is this issue of some transactions being recorded on Hive twice due to some error or bug on Keychain or something. So getting H-E transactions using HiveSQL is not a problem, the problem is it can't tell when there is a double record and which one is error. So the end result would not be accurate.
I did start using hiveengine api recently, and with help was able to get balances of tokens. I didn't explore it further than that yet. But it will be an interesting learning experience to do so.