The interplay between bulk spin-orbit coupling and electron-electron interactions produces umklapp scattering in the helical edge states of a two-dimensional topological insulator. If the chemical potential is at the Dirac point, umklapp scattering can open a gap in the edge state spectrum even if the system is time-reversal invariant. We determine the zero-energy bound states at the interfaces between a section of a helical liquid which is gapped out by the superconducting proximity effect and a section gapped out by umklapp scattering. We show that these interfaces pin charges which are multiples of e/2, giving rise to a Josephson current with 8π periodicity. Moreover, the bound states, which are protected by time-reversal symmetry, are fourfold degenerate and can be described as Z4 parafermions. We determine their braiding statistics and show how braiding can be implemented in topological insulator systems.