I am not an expert in this but there might be differences in the boot behavior between Allwinner SoCs (sunxi family) and Rockchip SoCs (like the RK3399 which the Helios64 is built around).
@Chalix You have done quite a research already
Helios64 is Rockchip RK3399 based so you are better off with the theory found here http://opensource.rock-chips.com/wiki_Boot_option as a starter.
U-boot and vendor blob binaries are found in "/usr/lib/linux-u-boot-$BRANCH-helios64_$RELEASE_arm64" folder on your system.
You are probably using "current" $BRANCH and the latest $RELEASE is 21.02.3.
The recipe to write the images to device (more or less) is to be found here.