Two months isn't very long, though certain genetic factors can have an impact as well. Normally substantially reducing carbs will reduce triglycerides and raise HDL. I would give the LCHF diet at least 6 months before giving up.
Where are you located? I'm assuming not the UK since you're using the US way of reporting cholesterol? If you're in the US, you should be able to get an NMR or other (VAP?) test that does a particle count of your LDL - apparently that's the most important factor in lipid analysis.