Is KHF2 an ionic compound or a covalent compound?
Yes, $\ce{KHF2}$ is an ionic compound and a covalent compound. There is nothing exceptional about it; in fact, most compounds that we call ionic (not $\ce{NaCl}$, though) have covalent bonds in them. Consider $\ce{MgSO4}$ with ionic bonds between $\ce{Mg^2+}$ and $\ce{SO4^2-}$, and covalent $\ce{S-O}$ bonds within $\ce{SO4^2-}$. Consider $\ce{Na2CO3}$ with similar $\ce{C-O}$ bonds. These are the ways of the world.