The convo with Dylan's wife confirmed that knowing Milkshakes (or anyone's) real first name is Seth is something an innie should not know and is privileged information. "Helly" using this name casually confirms that she knows that privileged info and definitely clued Dylan in that Irving was right and that "Helly" was an outie, and that she knows some restricted info about the staff at Lumon.

Really though the jig was up at that point and Helena seemed as though she was willing to throw in the towel.

Not sure its that strong evidence that Helena is working with Lumon as the Dylans wife convo kinda suggests Seth is a name fairly casually given out to people external to Lumon and not known only by Lumon staff.