Helium is an inert or noble gas, with a chemically stable electron configuration. It does not form ions in the same way as other atoms like Oxygen or chlorine form ions.
Alpha rays are emitted by radio active elements. These are very heavy elements. They emit 2 protons and 2 neutrons together without electrons, from their nucleus. So it is denoted by Helium nucleus, as He 2+. These alpha rays are not formed from Helium ions. Helium ions are not formed in the presence of other elements or other atoms of helium, in the sense of regular chemical reactions.
Helium gas when it is subjected to high electric spark, the energy supplied to the electrons in the atom is enough to excite them out of the atom. Hence, He+ and He2+ ions are formed. It is possible that helium atoms are bombarded with electrons at high speeds, then helium ions are formed.
An equilibrium exists between He atoms, He+ ions, (He)2+, (He2)+ ions which continuously change from one state to another depending on electron bombardments.