Heruka is a principal Deity (Tantric Buddha) of Mother Tantra, who is the embodiment of indivisible bliss and emptiness.
Heruka has a blue-coloured body, four faces, and twelve arms, and embraces his consort Vajravarahi. These two are not two different entities, as an ordinary husband and wife are two different people; in reality, their divine embrace symbolizes the union of great bliss and emptiness, which are one and the same essence.
References
Gyatso, Geshe Kelsang. Essence of Vajrayana. New York: Tharpa Publications, 2003.