Get a tougher gear on Shimano GRX, 11-34T, 2x11

You cannot get a higher gear ratio by replacing the cassette. The 11 tooth sprocket is the smallest you can get on a compatible cassette. (Systems with 10 tooth sprockets exist but use a different freehub design).

The issue is that you have 46/30 tooth sub-compact chainrings (I looked up specs here). Which are giving you the low ratios. This is common on gravel bikes as they have larger diameter tires run at lower pressures and are designed to negotiate rougher surfaces. A road bike typically has 50/34 or 52/36 tooth chainrings.

If you want higher gear ratios you have to get larger chainrings. GRX 2x11 cranks only come in the 46/30 size. You may be able to find larger rings made by another manufacturer that fit the GRX crank, or you get a whole replacement crank with larger rings.

If you still want to know how cassettes fit on hubs see this Park Tool video. There are a few standards for the freehub that the cassette fits on. Shimano's HyperGlide II is dominant and also used by SRAM. Campagnolo has their own standard. Systems that permit 10 tooth sprockets like SRAM XD and XDR are becoming more popular. In addition to the freehub attachment the cassette sprocket tooth range has to fit inside what the rear derailleur can handle. This includes the max sprocket size and 'total capacity' (difference between chainring tooth counts plus difference between largest and smallest sprocket tooth counts).

I am used to riding a road bike, and find on the new one I don't need the easiest gears on the hills, but could use a tougher gear on the downhill as I can't get any power down when descending.

Don't pedal down hills.

Seriously, when riding downhills your main concern is air resistance.

For example, a bicycle speed simulator I wrote in Matlab tells that in certain downhills (minus 5% grade), I get 57.1 km/h speed when not pedaling, i.e. coasting.

For the same downhills, if I manage to reduce my frontal area by 20%, I get 63.8 km/h.

If I manage to pedal with 150 watts extra power, but the rapid pedaling creates air swirling that increases the air resistance by 10%, I get 58.4 km/h speed.

Most of the benefit of pedaling went away due to the air swirling increasing air resistance. In fact, by pedaling I get 2% extra speed and by optimizing my position to minimize frontal area I get 12% extra speed.

The position that minimizes frontal area is not a very efficient pedaling position.

FWIW, there is one company that makes a 9-34 11 speed cassette, but that cassette only works on XD hubs. It's unlikely on a stock bike like that but if the wheel set allows you to switch an HG driver for an XD one, you can get one higher gear for about the same price as switching cranks.

Personally, I think 46/30 and 11/32 is an ideal road riding setup if you live in hilly country.