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We show that attractive two-dimensional spinor Bose-Einstein condensates with helicoidal spatially periodic spin-orbit coupling (SOC) support a rich variety of stable fundamental solitons and bound soliton complexes. Such states exist with chemical potentials belonging to the semi-infinite gap in the band spectrum created by the periodically modulated SOC. All these states exist above a certain threshold value of the norm. The chemical potential of fundamental solitons attains the bottom of the lowest band, whose locus is a ring in the space of Bloch momenta, and the radius of the ring is a non-monotonous function of the SOC strength. The chemical potential of soliton complexes does not attain the band edge. The complexes are bound states of several out-of-phase fundamental solitons whose centers are placed at local maxima of the SOC-modulation phase. In this sense, the impact of the helicoidal SOC landscape on the solitons is similar to that of a periodic two-dimensional potential. In particular, it can compensate repulsive forces between out-of-phase solitons, making their bound states stable. Extended stability domains are found for complexes built of two and four solitons (dipoles and quadrupoles, respectively). They are typically stable below a critical value of the chemical potential.