Literate Haskell, 256 bytes

.	|+xx<<<"a"<<<xx+|	.
 		
>	g x=elem '<'x&&e%x==e
>	e=tail(show 0)	
>	('<':a)%('>':b)=a%b
>	a%('<':b)=('<':a)%b
>	a%('>':b)='<':e
>	a%(x:b)=a%b{->Hi, Retina!Henry Jams?-}
>	a@(_:_)%_=a
>	a%b=e
 	
a	
b	
C	
d	
e	
f	
g	
h	
i	
j	
k	
l	
m	
n	
o	
ppppppppp	
q	3~

Try it online!

Test Driver

Satisfies

2. The first character is a ..
3. It contains an e.
4. Its length is even.
5. Its length is a perfect square.
6. It contains an a.
7. It contains a > character.
8. Contains the exact string ->.
9. Contains the exact string Hi, Retina!.
10. The sum of the first two Unicode code points is a multiple of 5.
11. The 10-th character is a ".
12. The last non-empty line does not have any duplicate characters.
13. The first line is a palindrome of length > 5.
14. The first line is exactly 21 characters long (not including newline).
15. It contains a ?.
16. It contains a |.
17. Contains a +.
18. It is at least 28 lines long.
19. The following characters are used five times in total: !"#$.[\] and the codepoint of the second character is less than 60.
20. Contains Henry Jams? as a continuous substring.
21. The last character is ~.
22. It contains a C
23. Each line contains a tab character.
24. The ninth line contains at least 22 characters, excluding the newline.
25. The tab character can't be the first character on a line
26. The third-to-last character is a tab.
27. There are at least 28 lines, and they are all distinct.
28. There must be a > in the code and angle braces must be balanced

For future answers:

• The first line is a palindrome matching .␣␣␣␣␣␣␣␣"␣"␣␣␣␣␣␣␣␣. (you are free to fill in the ␣s).
• The second character is one of ',16;, or a tab, or one of \x04\x0e\x13\x18\x1d.
• Its length is an even perfect square.
• There are at least 28 lines, and all lines are distinct.
• The ninth line must have at least 22 characters (excluding the newline).
• The last line does not have any duplicate characters.
• Contains the exact strings ->, Hi, Retina!, and Henry Jams?.
• It contains |, + and C.
• Each line contains at least one tab character, but it can't be the first character on a line.
• !". are banned except where necessary:
  • Only ! in Hi, Retina! and the two . and two " in the first line are allowed.
• #$[\] may not appear in the program.
• The program ends with: tab, (whatever), ~.
• Angle braces must be balanced