Be sure you use the 'normal to trajectory' option for your helical sweep's cross-section. This is not the same as a screw thread, which is normal to the path.
The sweeps for the ends of the spring need to be tangent, so you need to establish an axis normal toeach end of the helically swept coil and a sketch plane normal to each end before you create the tangs. The tangs will extend at a slight angle (the helix angle), unless you use an arc at the start of the path for the sweep that forms the tang. Of course, the start of this trajectory must use the axis as a tangent reference.