Most modern gas regulators will "Slam" or "dump wide open" into a vacuum chamber. You need some form of resistance to flow between the regulator and the plasma chamber or your regulator will surge.. Most of us use very narrow gauge , very thick wall, stainless steel capillary tubing for this. The length has to be determined experimentally in your case, but can be quite long.
Also the minute you apply high voltage to that setup your probably going to blow up that cheap digital gauge. Plasma tends to form up and down the system piping on improvised systems like that.. One of my favorite plasma demos is a large square of glass tubing about a foot per side with two electrodes close together, about four inches apart, on one side. You would think the plasma will always take the short path, but depending on the mean free path and ionization potential of the gas, it will often consistently take a longer path. Seriously, it will light the whole square in some cases, if you have enough current. Thus Discharge isolation is important, as it will tend to follow the tubing to the pump or the regulator, even if they are floating from the HV source.
Plastic tubing is fine for beginners, provided it is thick walled enough to not collapse. However it outgasses like crazy and can be easily decomposed by some plasmas. Arcs will tend to blow holes in it. In the lab, we resort to Pyrex Glass for a lot of these things. (Not Pyrex(tm) kitchen ware, which is has not been thermal shock resistant BOROSILICATE glass since the 1990s) Use Corning 7740 Pyrex, or Kimax or Simax. Borosilicate glass is your friend in this area, although professional systems are known to use ceramic isolators metalized and brazed to vacuum flanges.
As I have no idea how your setup is going together, I cannot advise you on how to isolate the discharge. I can tell you that while fine mesh metal screens really slow down the response of most gauging systems, they do a decent job of keeping direct plasma off the sensor interior.
Short pieces of isolated metal tubing have a bad habit of electron multipaction and forming hollow cathodes that increase electron emission from the metal. This is why if you look at a neon sign electrode, its a cylinder inside... Point being as your new at this, it is very easy to charge up your pump, valves, etc and get shocked from the plasma conducting leakage or from corona discharge. Especially if you use cheap plastic tubing to handle the gas... Even if you have a meter or two of tubing in circuit.
As mentioned previously, TC gauges are the way to go, but avoid 531 series tubes for plasma work. Old systems with analog meter movements tend to hold up, and if you get one of the 1970s designs, easy to repair. Your not ready for capacitance manometers yet, you have to learn how glow discharges act.
TCs are for checking the pump and finding leaks, and with that plastic type of rig, you WILL be chasing leaks. Home made glass tubing based Oil manometers using decent grade low vapor pressure vacuum pump oils are good for beginners for your first couple of runs. Well, until you get to the point that your pressure is so low that you need a cold trap to keep oil out of the experiment. Simple plasma experiments usually don't get that low.
That tube in the picture has a lousy electrode structure, that looks designed for short arcs of short duration. Pyrex glass, even if it is a short tube inside the plastic, will be a good choice for containing the discharge from such poor electrodes. What I see there will sputter off metal if ran for prolonged times in certain pressure regimes. Even a short piece of tungsten welding rod will lighten your day compared to those cheap spheres... Air and Nitrogen discharges get hot and emit little light, but tend to oxidize things.
Ballast resistors may be needed to protect cheap sources of high voltage from "negative delta" plasma regimes acting as a dead short. While some people would prefer to label that "negative resistance", the term is a misnomer as the plasma consumes current, and is not creating it.
Big tubing on the suck end. Fine tubing on the feed end, and use valves. Rotary vane pumps are a must for this sort of thing.
"In Vaccuo, Veritas"
BE CAUTIOUS.. Don't get shocked by leakage or blinded by an implosion. Wear safety glasses and use thick plastic shields or metal mesh around improvised vacuum chambers. I've seen shards of broken glass sticking out of walls on more then one occasion when people tried to improvise, but I've been at this over 20 years.
Helium is expensive, start with Argon. I'm not sure about Europe, but in the US the He and Ar tanks use the same fittings, CGA 580.
Swagelok fittings are your new friends... Good parts come from Kurt J. Lesker and Duniway Supply. Hysol 1C White is a good substitute for Torr Seal and a hell of a lot cheaper. Well, in fact it is the basis of Torr Seal, and missing one not so critical ingredient.
Steve