I won't worry about trying to prove a relationship. To be frank they lack the resources and ability to verify the connection. If you put on the form grandfather you shouldn't have any problems. Of course you're paying for an extended search which may or may not be successful in finding the record.
As I mentioned try the Historical Society of Pennsylvania. They have lots of records for Philadelphia. Also try the city archives, library and city directories. A personal visit to the Germantown Historical Society might be in order. Over the phone of by mail makes some outfits a bit leery.
My guess would be that Henrietta's husband died a short time after they married. Two of my great-great-grandfathers did exactly that.