While not a descendent of Joseph Henry, I am the coordinator of the Nelles-Nellis family history project. . This particular family has been a puzzle for a long time. Both J. H. and his father were barristers, one would think they would have had a bit ofdifficultly hiding so well!. I have none of either one's grandchildren listed.
I have a list of 8 of JH's kids and they don't totally match yours. Close, but no cigar.
JH's unnamed neice, the daughter of Francis Elijah Fox NELLES, married a MASON. I think Edith and Lillian were FEFN's kids as well.
Contact me directly for more. Kmclaughlin@wcnet.org