The veteran defender acknowledged the challenge of preparing for the biggest game of their careers with only three proper training days while expressing sympathy for Hull's disrupted preparations.
"It's been a weird time. I'm doing everything I can to prepare my team for the game," Hellberg added on Thursday.
Hull City also faced tactical disruption, having initially prepared to play Southampton before the disciplinary ruling forced an abrupt adjustment to face Middlesbrough.
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"We were a bit in the dark as players," said Luke Ayling, Middlesbrough defender.
Supporters expressed a mix of exhaustion and optimism at the airport, with fan Russell Willis noting the team's improbable path to the final.
"But the club was more upbeat about it because we didn't know what was going on behind the scenes and what evidence they had on the spying stuff," Ayling said.
Former Middlesbrough manager Michael Carrick, who now manages Manchester United, expressed his support for his former players ahead of the fixture.
"The club was very confident and tried to drill it into us that there might be a chance we were playing, so we had to stay as focused as we could," Ayling said.
The winner of Saturday's match will secure direct promotion to the Premier League.
"It was hard because you lose a game and think the chance is gone, then suddenly you have to switch back on in case you're going to get another opportunity," Ayling said.
