1. It could be the wire that runs from the heated seat coil to the bottom of the seat
2. It could be the wire that runs from underneath the carpeting to the bottom of the seat.
You can rule out #1 if you can see the wire connector attached to the seat.
For #2, you would have to search for a hole in the carpet under the seat. You may have to take apart your entire carpeting if you cannot find the other ends of the wires. Or trace the wire from the switch to the seat if possible.
Also, see if you can get your hands on a Helm's manual. I know for the 5thgen, the Canadian counterparts are listed in there. So I am assuming that the 4thgen Helm's may be the same.