The helping verbs in this sentence are "had" and "were".
Helping verbs, also called auxiliary verbs, are used with the main verb in order to add a funcional or grammatical meaning.
Helping verbs have different functions within a sentence. They can express tense, modality, voice or emphasis. In this sentence for example, both helping verbs "had" and "were" express the tense of the verb.
Had heard: Past perfect
Were arriving: past progressive