How to create a line graph with grouped data.

To solve this problem, first off I would combine the names, as there doesn't seem to be any reason to split by surname or first name, you would always be splitting by full name, right?  This can be done in PowerQuery - please ask if you're unsure.

Then, I would create a Line Chart visual, have intensity as the Axis, Heart Rate (as a Sum) as the Values, and then your new "Combined Name" field as your Legend.

I think this would give you the data you're trying to visualise.  If gender after the name is critical, then you can combine the gender into the new name field.