I was recently playing against a lot of Helios, and its particularly frustrating to see a few things, so I am going to list them, and perhaps suggest a few fixes that may help.
I believe the current Helio's energy output is pretty high and requires almost nothing to work.

Energy Issues

I think Helio gets a lot of energy for free, I always notice that even if a Helio is out of position or outplayed, he still manages to buildup a lot of energy.
This is mostly due to the Free shield every 3 turns with 2 charges that gives energy, I think it gives too much energy for free.
A better approach would be to tweak it to the guess rate, so instead of giving 8 energy for nothing, which is already high, it should give something like 4 energy on cast + 4 energy if shield is hit, or 8 energy only if the shield is hit, this allows us to counter play Helio by delaying his ult. This also encourages Helio's not to throw shields for days, especially the might ones, just for the might.
This makes it so that the first shield is almost mandatory, so that the charge starts piling up, and it gives way too much energy to ignore.

Other than that, I think the rate at which he gains energy from his other abilities is pretty reasonable, and is high if he makes the good plays which is what one wants.

Initiative and Unstoppable

I also think Helio controls a lot the pace of the game without necessarily needing to do much, the blackhole generator has little counterplay other than popping unstoppable on multiple targets (Aurora/Orion etc), I think given its range, its a bit ridiculous that it has little counterplay. Firstly I think it removes the ability to be counterplayed since you cannot CC whoever is going to get the whole at that turn, I think the unstoppable mod needs to be removed and replaced with Haste or something. This option would give us the ability to at least counterplay a small portion of it.

Similarily, his unstoppable for 3 TURNS ult is pretty gross too, 3 turns is a lot in atlas, I understand its a 3 point mod, but making it last 3 turns + unstop for 3 turns is a lot of initiative for an ult, that has no counterplay (you cannot move the target away from your team, and cannot do most things). My suggestion for that mod is to keep it 3 turns, and only give unstop on the first or so.
I think popping unstoppable like candy is a bit too much.
I think the range is a bit too high, but its also reasonable in some maps, but not on the others, I mean BH on cloudspire covers a lot of the cover areas without any effort.

That said, they are still completely easy to deliver, but that way a dash is forced on whoever is delivering it for reliability, which makes sense, so that would still be reasonable, as they would be using out a dash to deliver it, however generally threatening 3 targets with unstoppable displacement in one turn, requires some momentum to setup, and should not be given for free with the unstop mod.

I generally like the way Helio has been redesigned to control the pace of the game, with haste shields and slows on traps and BH, i think that area needs to be explored further in exchange for the unstoppable stuff which is annoying, for instance you can consider giving the ult a 3 point mod which slows those hit but for 2 turns.

As a side note, I dont like the idea of might shields that have no reduction in shield strength, I think that needs a fix, I think shield strength should at least be reduced by 5 when the might is given, it already has a 3 turn cd and 2 charges.