A multimodal dusty plasma formed in a positive column of the direct current glow discharge at superfluid helium temperatures has been studied for the first time. Formation of a liquid-like dusty plasma structure occurred after injection of polydisperse cerium oxide particles in the glow discharge. The coupling parameter ~10 determined for the dusty plasma structure corresponds very well to its liquid-like type. The cloud of nanoparticles and non-linear waves within the cloud were observed at T < 2 K. Solid helical filaments with length up to 5 mm, diameter up to 22 μm, total charges ~106е, levitating in the gas discharge at the temperature ~2 K and pressure 4 Pa have been observed for the first time. Analysis of the experimental conditions and the filament composition allows us to conclude that the filaments and nanoclusters were formed due to ion sputtering of dielectric material during the experiments.