The reason you could not find Henry Keenan on the casualty list, is because his last name was KEEGAN (born in Kildare, Ireland in 1823; regt no. 1446). Lummis and Wynn [p. 52] mentioned that he was wounded in the Charge, but do not list a source for this fact. Dutton [p. 49] repeats the fact that he was a Charger and adds that he was wounded in the left leg (with no source citation). I note in my book [Crider p. 82] that I was unable to confirm his wounding using the casualty rolls using Cook's Casualty Roll for the Crimea [p. 35-6]. Lummis and Wynn PROBABLY got this information from his discharge papers, but this is just a guess; he was definitely a charger because he was allowed membership in the Balaclava Commemoration Society of 1879 [Crider p. 577].
The only person with the last name of KEENAN serving in the Light Brigade during the Crimean War was William Keenan (4th Light Dragoons, regt. no. 1426). He is listed as a charger by Lummis and Wynn, Dutton, and myself because he was listed on the Casualty List (Cook, 35-6). Neither Lummis and Wynn, nor Dutton, nor myself were able to locate information about him other than what is listed on the Medal and Muster Rolls.