I don’t know of any ejection seats that go sideways, but early F-104 models had a downward track ejection seat. The main issue is that parachutes need some time to open and helicopters tend to fly pretty low. So in most situations you wouldn’t be in a safe altitude to actually eject.
Modern zero-zero seats can safely eject at any altitude, but they do so by using a rocket motor to fly upwards to a safe altitude for the parachute to open. So because of the rotors, helicopters generally don’t have ejection seats. The exception is the Kamov KA-50 series. It has explosive bolts blowing off the rotors before ejection.