Massive stars are important drivers of the evolution of galaxies. They shape the structures around them and enrich the interstellar medium with metals due to their strong stellar winds. They ionize their environment and transfer momentum from the UV-dominated radiation field to metals. As the progenitors of heavy black holes, evolved massive stars have become a keystone of modern astrophysics. The masses of their black hole remnants predominantly depend on the wind mass loss of envelope-stripped helium (He) stars. The mass loss of these He-burning stars and its metallicity-dependence mark a crucial, yet poorly constrained astrophysical quantity. He stars with a sufficiently high mass loss appear as Wolf-Rayet (WR) stars, detectable even in unresolved stellar populations and distant galaxies due to their strong emission lines. While the general presence of WR stars is known to be correlated with metallicity, recent studies show that current assumptions in stellar evolution and population models are too simplistic. Thus, a proper empirical determination of WR mass loss as a function of mass and metallicity is necessary to understand the true nature and complex metallicity-dependent behaviour of He star mass loss. The diagnostics to determine the metallicity of He stars can only be obtained from UV spectroscopy. We therefore propose COS UV observations of six WR stars in the outskirts of M33, providing a unique opportunity to study very massive evolved He stars at subsolar metallicity. By anchoring mass loss of WR stars in this crucial environment, our observations will deliver one of the most important ingredients needed for realistic stellar evolution and feedback models.