A detailed magnetic phase diagram of FeGe membranes with fields applied out-of-plane is determined using small-angle soft x-ray elastic scattering. In addition to the well-established skyrmion and helical phase, we identify an additional ordered phase which partly coexists with the helical phase in a pocket beneath the skyrmion phase. Furthermore, an evolution of the modulation wave vector, q, is observed when traversing the magnetic phase pocket. For the ordinary and the additional helical phase, q only varies with normalized field but not with temperature—in sharp contrast to the skyrmion phase, for which q is both field and temperature dependent. This study of the helical phases in thin FeGe membranes lays the foundation for their use in future magnetic storage and logic devices.