Using Saheeli, the Sun's Brilliance with Worldwalker Helm creates tokens that sacrifice themselves
Saheeli, the Sun's Brilliance does not work correctly when on the board together. In this post, I will refer to this printing of Saheeli as simply "Saheeli" and Worldwalker Helm as "Helm". I'm doing this to make this easier to type out.
Saheeli's activated ability creates a token that's a copy of an artifact or creature you control. You sacrifice it during your end step. Helm triggers when you create artifact tokens, and its trigger produces an additional PERMANENT map token.
The problem arises when both are in play at the same time. When Saheeli copies an artifact, Helm produces a map token, but THAT MAP TOKEN ALSO SACRIFICES ITSELF DURING YOUR END STEP. It should not, as the trigger from Helm is independent from Saheeli. Nowhere on Helm does it state that the map tokens it creates must be sacrificed during your end step.
Instead, it appears to me as if Saheeli's "sacrifice it during the end step" clause is being wrongly applied to the map tokens created by Helm in response to tokens created by Saheeli. This results in map tokens that you have to use right away or you lose them.
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Rezzahan#77802 commented
Helm doesn't have any triggers. It's first ability is a static ability that creates a replacement effect. And since that replacement effect only replaces what is being created, not what will happen to that later, everything is created by Saheeli, and that which is created by Saheeli is subject to the same end of turn sacrifice trigger. Which includes the additional map token.