That one character's mystery isn't a secret, it's intentional
The possibility of Helly R being Helena as a spy isn't an obvious subterfuge/reveal that we picked up on too early- it's exactly the intended point. These writers don't treat the audience like we're idiots, they KNEW we would be analyzing each frame looking for clues. They gave us JUST enough breadcrumbs that we could make an argument that it's Helena, but JUST enough reasonable doubt that we cannot be sure. They wanted us to go insane with the clues and the mystery, just like season 1 all over again. What an exciting start to season 2.