the Helios 44 is normally a lens with M42/Pentax register 45,5mm
If you find one with M39, it is the Russian M39 Zenit, 45,2mm, not the Leica L 39 register 28,8mm
The Russian M39 is more or les the same register as M42, so you only need a M39 to M42 step up ring and then use a std M42 adaptor
I f.e. have Helios 1.5 85mm and 2.8 180mm with this M39 thread , that needs the step up rings
Your seller most probably has the wrong adaptor on his Z camera
be aware that since some time people are modding their helios 58mm, because it is a cheap lens, so you might buy a "petzval type" of self destroyed shit
buy from a serious source or from Russia is my proposal