On the England side was Durham's Ben Stokes, who was born in The Garden City, but grew up in northern England where his father Ged coached professional league for a decade.
Stokes snr tweeted: "Off to bed very well batted my boy #proudmum&dad".
Both were arguably the stand-out performers for their sides.
Henry took three for 93 from 24 overs, including an opening spell of two for 19 from five. With three England wickets to get, he's a candidate to become the 18th New Zealander to add their name to Lord's visitors honours board.
Stokes reached 92 before shouldering arms to a Mark Craig delivery that slid down the slope and bowled him within sight of adding his name to England's equivalent in his 10th test.
"I can't say what I want without adding a swear word, so I'll leave it at that," Stokes said with a laugh, having made a pair here last year against India.
"I always back the way I play, regardless of the situation. Another day I could have looked like a wally and nicked out for 20.
"Farby [temporary coach Paul Farbrace] said 'everyone backs you in the changing room. Don't change anything because of the three lions' [the symbol on England's crest].
"It was a bit quiet [in the dressing room initially]. That had changed by 6.30pm, at least compared to mid-afternoon."
Henry was in awe of how his world had changed in a few days, having previously been to England to play for clubs and New Zealand 'A'.
"It was incredible walking down the stairs [of the Members' Pavilion] with the clapping. Walking out is a moment I'll never forget, but it was good to get some overs under my belt," he said with a grin.
"The way we started was great. We asked some good questions, but then England fought back well.
"One ball an over tended to give them a chance [to hit a bad ball] and they took it. If you bowl back of a length you get hurt."
