An Anderson model for a magnetic impurity in a two-dimensional electron gas with bulk Rashba spin-orbit interaction is solved using the numerical renormalization group under two different experimental scenarios. For a fixed Fermi energy, the Kondo temperature TK varies weakly with Rashba coupling α, as reported previously. If instead the band filling is low and held constant, increasing α can drive the system into a helical regime with exponential enhancement of TK . Under either scenario, thermodynamic properties at low temperatures T exhibit the same dependences on T /TK as are found for α = 0. Unlike the conventional Kondo effect, however, the impurity exhibits static spin correlations with conduction electrons of nonzero orbital angular momentum about the impurity site. We also consider a magnetic field that Zeeman splits the conduction band but not the impurity level, an effective picture that arises under a proposed route to access the helical regime in a driven system. The impurity contribution to the system's ground-state angular momentum is found to be a universal function of the ratio of the Zeeman energy to a temperature scale that is not TK (as would be the case in a magnetic field that couples directly to the impurity spin), but rather is proportional to TK divided by the impurity hybridization width. This universal scaling is explained via a perturbative treatment of field-induced changes in the electronic density of states.