An HLR lookup queries a carrier's Home Location Register to learn whether a mobile number is active, which operator serves it and whether it has been ported, without sending a message.
The Home Location Register is the operator database of its subscribers. A lookup asks it about one number and returns its status (active, unknown, absent) and its current network, including after porting. Senders use it to clean lists before a campaign, so that dead numbers are removed without paying to send to them.
Lookups have limits: some operators answer inaccurately, some do not answer at all, and a number can go dead between the lookup and the send. A first small campaign with a good failure breakdown often cleans a list as well as a lookup.
At SMSMeteor: the delivery report flags unknown numbers after the first send so they can be removed in one click; rejected and unknown-prefix rows never cost anything.