In Spark SQL, Higher Order Functions are designed to work with complex data types by applying functions to each element. The functions include:

• FILTER: Selects elements based on a specified condition.
• TRANSFORM: Modifies each element according to a given function.
• MAP: Applies a function to every element in an array or map.
• REDUCE: Combines elements into a single value using a function.

The EXIST function, however, does not fall under the category of Higher Order Functions in Spark SQL. Therefore, EXIST is the correct answer as it is not a Higher Order Function.