With those XLR/TRS combi jacks it really doesn’t matter which connection you use. The TRS and XLR parts of the jack are wired in parallel so they are electrically equivalent.
As mentioned previously, going XLR from the Helix will give you a balanced connection, while 1/4†will not. Whether you need a balanced connection depends on your environment and the length of cable run, but in a studio situation it probably won’t make much difference.
If it were me, I would probably just use XLR cables. If you do this, make sure the XLR outputs are set to LINE level (not MIC level) in your global settings.
If you choose to use the 1/4†outputs instead, you can use a regular instrument cable. No need for 1/4†TRS cables since the Helix 1/4†outputs are unbalanced anyway. That being said, if you DO use 1/4†TRS cables it won’t create any problems. Since the ring and sleeve will be common at the Helix-end of the connection it will basically be the electrical equivalent of a 1/4†TS connection.
Again, if you use the 1/4†outputs make sure they are set to LINE level (not INSTRUMENT level) in your global settings.
If you’re curious about balanced vs. unbalanced connections you can find some pretty good, detailed explanations here:
Typically connections between balanced an unbalanced hardware only become problematic when connecting a balanced OUTPUT to an unbalanced INPUT (the opposite of your situation).
