I never got myself sorted on the exact differences so I found this article:
https://www.theweathernetwork.com/news/articles/humidex-vs-heat-index-whats-the-difference/10243
"The equation used to calculate the humidex is different from what is used for the Heat Index in the United States. Therefore, one cannot convert the Heat Index to Celsius to compare conditions in the two countries. For example, at a temperature of 32 °C with a relative humidity of 50%, the Heat Index would be 35 °C, but the humidex would be 39."
For the equation: https://en.wikipedia.org/wiki/Humidex
I'm currently sitting at 26C with a humidex of 30. There is just enough of a breeze that unless I'm standing in direct sunlight I still feel a slight tinge of coolness!