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This second paper about atmospheric dynamics and shock waves in RR Lyr focuses on the occurrence of the faint helium emission lines of this star. We determine the frequency of the appearance of helium emission during the whole pulsation cycle and its connection with atmospheric dynamics. We used 1268 high-resolution spectra over a total of 40 nights that were made with the spectrograph ELODIE (Haute Provence observatory, France) during 1994-1997. A detailed analysis of the line profile variations over the whole pulsation cycle was performed to detect the possible presence of helium emission during the survey. The shock wave velocity and emission line intensity were used as indicators of activity in the atmospheric dynamics. All of these observations show that the helium emission line He i D3 (5875.66 Å) is present in at least half of the observations and in all phases. For a shock velocity estimated between 100 and 150 the He i D3 line intensity reaches a maximum around shock and it then decreases while shock still increases. This phenomenon is certainly induced by the ionization of He i . The threshold shock velocity under which He i cannot be observed in emission is probably lower than 100 Due to the moderate signal-to-noise ratio of the observations we used in our study, the ionized helium line He ii (4686 Å) was probably detected five times. The exhaustive detection of He ii in emission requires a high signal-to-noise ratio (>200) and at least one resolving power of 10,000. Finally, in contrast to what is widely accepted today, the neutral helium emission lines are certainly present at each pulsation cycle, and therefore, from minimum to maximum Blazhko. The ionization of the helium D3 line is expected to only occur above a critical value of the shock velocity that must be about V_ shock