"My chipping today was probably the key. I got up and down a bunch of times, especially early, and it saved my round."
Henderson was especially pleased to a bogey-free card.
"That wind really picked up, especially on the back nine. It depends on the conditions tomorrow, but if it's anything like today a round of five or six-under will probably win [the tournament].
"If it's light rain it might make the greens softer and we can be more aggressive; if it's heavy rain I think it'll be a challenge to stay dry and hit solid shots."
In contrast, Mozo struggled to capture her second round magic. She settled for a one-under-par 71.
Brittany Lincicome, who played in Lydia Ko's group for the first two rounds, also produced a birdie blitz. She shot a six-under-par 66 to be in third-equal with Jing Yan at 11-under.
Ko remained on the periphery. She birdied the last hole to complete a two-under-par 70, leaving her seven shots off the overall lead.
"It was pretty tough over the last few holes. I tried to grind it out. If conditions are difficult tomorrow, it'll be important to stay patient on a course like this which is so open.
"The greens are firming up, we're hitting sand wedges in and it's rolling 10 yards - that doesn't happen often. The weather dictates this golf course but rain could make it softer or let the ball skid."
Ko's round came with its share of difficulties.
On the par-3 third hole her second shot took at least 15 minutes to complete from the walkway as the rules committee wound into action.
She was also observed sniffing on course. The media pack fretted she might have a cold. Is she healthy?
"I think so," a bemused Ko said. "But I wear contacts, so when the wind blows I start crying, but only from my right eye. My eyeliner smudges."
The final round presents a share of unknowns.
Thunderstorms and westerly gales are forecast, meaning play will start earlier at 7.40am. Players will begin from the 1st and 10th tees with the final group to start around 10am.
"The advice from the MetService is that we will face some challenging conditions and we believe it is prudent to get play completed as early as possible," tournament director Michael Goldstein said.
"If the weather results in delays, then we will have time available to get the tournament completed."