A Computational Fluid Dynamics (CFD) model has been developed to investigate the time evolution of a Helium plasma discharge at high pressures (from 2 -8 MPa) and low electric current (0.35 A), including the interaction between the plasma and the electromagnetic fields, under Local Thermodynamic Equilibrium (LTE) assumption. To account for pressure dependence, novel thermodynamic and transport properties have been calculated in a wide pressure and temperature range. The model has been further improved by considering the effect of plasma-electrode interactions and the formation of the plasma sheath. High Performance Computing (HPC) was used to solve the CFD simulation, focusing on reference cases at 8 MPa and 0.35 A. Numerical results have shown that the sheath model and updated transport and thermodynamic properties have a significant impact on the electric potential, resulting in very good agreement between the simulation and experimental values.