Conical Helix

The following is just one way of achieving these results:

Sketch a Circle and then Tools > Extrude > [top left] Set Extrusion Length > Set Draft Angle.

If help is needed with positioning the ‘Spring’ Profile refer to:

https://discourse.shapr3d.com/t/modeling-a-3d-spiral-spring/6317/2

In the above you can follow a route to add the Construction Plane [CP]/Spring Profile at the end of the Projected Curve that will be created as suggested out below. Ensure that the CP type is Perpendicular to curve at a point.

Add > Construction Plane above the Cone and create a Spiral.
There are many ways of drawing a Spiral that can be created within S3D, a www.search is your friend.

Tools > Project the Spiral onto the Face of the Cone.

Tools > Sweep the Spiral Profile up along the Spiral Curve.

The ‘starting position’ of the Profile has to be central on the Spiral Curve end, to enable provision of a ‘clean’ result.

If the Profile is positioned other than suggested above the following ScreenShot is a probable outcome. As can be seen during the progression up the Cone the ‘Spring’ cuts into the Cone. The version shown has occurred when the profile was moved away from the Cone.
Note the Projected Curve becomes part of the Cone Body, so it is not possible to hide the Body and complete the Sweep unencumbered by it becoming, on occasion, ‘buried’ in the Cone.
With the Cone hidden or deleted the ‘Spring’ looks fine.

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