Tsover,
Open a sketch (use the front plane) and draw a line (Path) at the center of the extruded body (I assume it's the origin..then using a top plane open a new sketch and draw a line (profile) from origin to any distance you desire (the line has to pass (intersect) the body..now you have 2 sketches, use a sweep with option "Twist along path"..set your "define by" at turns and pick any number of turns..then you should be able to see the swept line like a helix and then continue with the convert entities..
I recommend to use surfaces for extruding the ellipse and sweeping the line..and then after you get the 3D sketch, hide them to clean your screen
Good luck