I found immigration information on Ancestry.com for the Helzer family on the SS Haverford in May 1911 from Liverpool, Jacob was 13 years old. https://www.ancestry.com/interactive/8769/PAT840_91-0141?pid=896893&backurl=https://search.ancestry.com/cgi-bin/sse.dll?…
Ancestry is a pay site but if you have never had it previously you can get a free trial.
I tried to find on the free site familysearch.org but no luck.
The passenger list of the SS Haverford, from Liverpool 24 May 1911, arriving Philadelphia 5 June 1911, states the Helzer family is from Norka, in the district of Saratov, Russia, https://www.norkarussia.info/ ("Warsaw" in Jacob Helzer's military record is a misunderstanding/misreading).
The Helzer/Hoelzer family in Norka appears to have originated in the region of Hesse, Germany.
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Dear Mr. Wilkes,
Thank you for posting your History Hub!
If you do not already have it, we suggest that you obtain a copy of his Petition for Naturalization from Macomb County by contacting the Michigan History Center Archives. It should include both the location of his birth and immigration information.
We hope this is helpful. Best of luck with your family research!