A search for heavy neutral lepton ($N$) production in $K^+\to e^+N$ decays using the data sample collected by the NA62 experiment at CERN in 2017--2018 is reported. Upper limits of the extended neutrino mixing matrix element $|U_{e4}|^2$ are established at the level of $10^{-9}$ over most of the accessible heavy neutral lepton mass range 144--462 MeV/$c^2$, with the assumption that the lifetime exceeds 50 ns. These limits improve significantly upon those of previous production and decay searches. The $|U_{e4}|^2$ range favoured by Big Bang Nucleosynthesis is excluded up to a mass of about 340 MeV/$c^2$.
See caption of Fig 6.
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