If the order was placed after 2022-Aug-1, the order is likely a new payments integration order, not a HPSDK order.
Check the Shopify order's "Timeline" for the specific payment method in the "Gateway" field within the bulleted item for "... payment was processed on ....". New payments integrations payment methods are listed here; HPSDK payment methods are listed here.
HPSDK orders will have a section titled "Information from the gateway", including an "X gateway reference" field with the Klarna long order id (and many other fields). New payments orders will have only the single field "Payment" (as that is the only field allowable by Shopify for new payments integrations).
Check the Klarna order's merchant references in Klarna Merchant Portal. If one of the 2 Klarna merchant reference fields match the Shopify order id in the URL of order in the Shopify store admin, the order is an HPSDK order.
"Sofort" as a local payment method (within Shopify Payments) OR
"Klarna" as an alterative payment method (separate from Shopify Payments), which can include the Sofort payment option if activated in the merchant's Klarna contract.
Note: if Klarna is activated in a store as both a local payment method (within Shopify Payments) AND also as an alternative payment method (not within Shopify Payments), only the local payment method will appear as a payment method in Shopify checkout.
The merchant's current Sofort project/contract will not be transferable when migrating to a different payment method.