Majorana and trivial Andreev bound states are predicted to appear in superconductor-semiconductor hybrid systems, but their identification is still a challenging task. Here, we consider superconducting junctions with Rashba spin-orbit coupling and explore the signatures of Majorana and trivial Andreev bound states in the emergent superconducting correlations when the systems are subjected to an external Zeeman field. We first show that robust zero-energy Andreev bound states naturally appear because of confinement and helicity when the normal sector of the junction becomes helical. These Andreev states can evolve into Majorana states, developing alike oscillations around zero energy as a function of Zeeman field. Unlike Majorana states located at both ends, helical Andreev states are located at the interface. We then demonstrate that the emergent superconducting correlations are locally composed of even-frequency spin-singlet even-parity and odd-frequency spin-triplet even-parity pair amplitudes, which coexist due to the interplay of spin-orbit coupling, Zeeman field, and spatial translation invariance breaking. In the helical regime, trivial Andreev states enhance odd-frequency spin-triplet pairing, which decays in the superconductor and has a homogeneous long-range profile in the normal region. At zero frequency, however, odd-frequency spin-triplet pairing vanishes in the helical regime. In the topological phase, Majorana states enhance odd-frequency spin-triplet pairing, producing a long-range homogeneous leakage into the normal region. Interestingly, we discover that when Majorana states are truly zero-energy modes, odd-frequency pairing develops a divergent low-frequency profile, which we interpret as the unambiguous self-conjugated Majorana signature. Our results help understand Majorana and trivial Andreev states from a superconducting correlations perspective in Majorana devices.