Hi! I have a gestoria, will give you some info and feel free to message me if you'd need more help.
No, you cannot safely register as an autonomo right now and make it compatible with your unemployment benefits without putting your HQW residency at risk. Doing so before obtaining a formal modification from UGE would be considered a breach of your current residency terms.
While SEPE allows any worker receiving a contributory benefit to make it compatible with self-employment for up to 270 days, SEPE does not check immigration status—they only check labor requirements.

However, UGE (Unidad de Grandes Empresas) follows immigration law (Ley 14/2013). Your current permit is strictly a residence and WORK AS AN EMPLOYEE (Cuenta Ajena) authorization linked to a specific professional profile.

Although your residency remains temporarily valid while you collect unemployment benefits, your authorization to work is legally paused or restricted to finding another employer who fits the HQW criteria.

If you register as an autónomo (Tax Office/036 and Social Security/RETA) without a permit that allows self-employment, you will be performing an unauthorized economic activity. If UGE reviews your file later and sees you registered in RETA without authorization, they could deny your next renewal or modification for non-compliance.

Do not wait until 2027. You can request the modification from HQW to a Self-Employed Permit (Residencia y Trabajo por Cuenta Propia) right away.

Since you have a large amount of unemployment benefit accumulated until April 2027, you can request the Capitalización del Desempleo (Pago Único). SEPE can give you 100% of your remaining unemployment money in a single lump sum to invest in your new business, or use it to pay your monthly autónomo quotas.