I'm a descendant of John Henry of Cloverhill, Co Antrim. His 1764 Will listing his lands led us to Gorry and James McGorry McHenry of Loughan, aka Bannside, who held many of the same lands in 1609 and 1636.
James Oge McHenry of Ballyreagh, killed in 1642, was a contemporary, and appears to be related to Gorry and James McGorry McHenry. Could the James McGoffrey killed in 1642 be the same as James Oge McHenry?
If so, the 1653 Depositions list Brian Modder McHenry, Patrick McHenry, and Henry McHenry. Brian and Patrick's lands were nearer to James Oge, Henry's nearer to Gorry. I don't know if they were brothers, sons, or cousins but theyappear to be related.
The McHenry lineage you list is similar to the one listed in John O'Hart's Irish Pedigrees, but I wonder if you've found a different source for the early McHenry lineage?