Years back, I had Marlin 1895 where the lift bar or whatever the part is called would not lift the round high enough to allow the bolt to insert the round straight into the chamber. It would load the round cocked at an extreme angle and jam the nose into the side of the chamber wall. Pretty grisly.
In any event, I stoned all the mating surface between the lever, loading mechanism, and action and that smoothed things up and corrected my problems. I don't know how different the Henry action is, but they are fairly simple machines.
Maybe take it apart and look for burrs or other evidence that would prevent proper cycling.
Barring that and slicking it up with stones, maybe cycle the action empty a hundred times or so, then with snap caps to see if it clears it up.
