The key is the 1910 census which shows Henry's widowed mother Sarah Henninger 82 living with them. Obviously his mother had remarried.
The 1900 census of Shamokin, Northumberland County shows the widow Sarah Henninger, born April 1821 or 1827. Living with her is her granddaughter Teller Eveland. Living next door is William Eveland, born Feb 1865.
The 1880 census of Shamokin shows Sarah with her husband Joseph Henninger 58. The 1880 census of Cameron Twp. same county has aHenry Effend 29 and William Effend 14 living as boarders in the household of Elizabeth Henninger.
The 1870 census of Shamokin shows Joseph and Sarah Henninger. Living with them are Henry Henninger 19, William 3 and Hester 15.
The 1860 census Coal Twp, same county shows Daniel Euflin 34, Sarah 33, Henry 8, Ester 3 and Ester Fry 56.
The 1850 census of same shows Daniel Eveline 24, Sarah 23 living next door to Henry Fry 53 and Esther 43.
I think what happened is Joseph Henninger was widowed in 1869 and remarried to another Sarah, that is Sarah the widow of Daniel Eveland. It is not uncommon to find the children from a previous marriage listed in the census immediately following under the surname of the step-father.
However, to verify the data I suggest getting Henry's death certificate from the PA Dept of Health. It should list his parents. His obituary may prove helpful especially if it lists not just his parents but also his siblings. Check with the Northumberland County Historical Society to see if they can help you.