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Correct answer is had; were

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