A320 DEP FROM LAS EXPERIENCED TCAS RA WITH UNRPTED HELI FOLLOWED BY A TERRAIN WARNING EVENT.

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DEPARTING RWY 1R ASSIGNED HDG 240 DEG RADAR VECTORS SHEAD DEP. ASKED BY TWR TO MAINTAIN VISUAL SEPARATION FROM PRECEDING B737 THAT WAS ALSO ASSIGNED A L TURNOUT. THAT ACFT WAS NOT A FACTOR AND TWR SWITCHED US OVER TO DEP AS WE WERE BEGINNING OUR TURN AROUND 400 FT. I SWITCHED FREQS AND BEFORE CHKING IN WE RECEIVED A PREVENTATIVE TCAS RA TO MAINTAIN VERT SPD. TARGET WAS INITIALLY SHOWING 100 FT BELOW US AT A RANGE OF 1-2 NM. WE CROSSED OVER THE TOP OF THE HELI WITH HIM 300-400 FT BELOW US. I PASSED THE INFO ALONG TO DEP WHO SAID HE WOULD LET THE TWR KNOW. WE LEVELED OFF AT 9000 FT AND WERE ASSIGNED HDG 220 DEGS. TERRAIN AHEAD WAS IN SIGHT. JUST AS WE RECEIVED A PREDICTIVE TERRAIN ALERT 'CAUTION TERRAIN' WE WERE GIVEN BOTH A CLB AND TURN CLRNC. I MENTIONED TO THE CTLR THAT WE HAD GOTTEN THE TERRAIN CAUTION; BUT HE DIDN'T SEEM CONCERNED. IF THIS HAD OCCURRED UNDER IFR CONDITIONS; GETTING THE TERRAIN CAUTION WOULD NOT HAVE BEEN PLEASANT. A STUCK MIKE OR FREQ CONGESTION WOULD HAVE MADE THINGS EVEN WORSE.