With rain forecast in Evian tomorrow, Ko is hoping her experience at the course will hold her in good stead.
"Obviously the course is going to play a little bit differently because of the rain. So just I think just kind of play strategically with the conditions that we have.
"I feel like I've played in all sorts of different weather here: rain, winds, hail, sun. Yeah, hopefully that all comes together."
Meanwhile, Henderson is setting the tournament's pace in record-breaking style.
The Canadian shot a second straight 7-under 64 to take a three-stroke lead while also becoming the first player in the history of the US LPGA to begin a major with two rounds of 64 or lower.
Olympic champion and former world No. 1 Nelly Korda is the only player in the 132-woman field within four shots of Henderson.
First-round leader Ayaka Furue shot 72, nine strokes worse than Friday, and was in a five-strong group with Ko on 7 under.
Alker four shots off the pace at Senior British Open
A second consecutive round of 68 at Gleneagles has Steven Alker in a tie for 11th place at the Senior British Open's halfway mark.
Alker birdied three holes and dropped just one shot as part of another solid performance that puts him contention for a second major championship win on the senior tour in 2022.
Leading the way is Northern Ireland's Darren Clarke who is chasing a maiden senior major title.
Clarke shot a 3-under 67 that left him alone on top of the leaderboard at 8 under. He had two bogeys and a birdie on the front nine but an excellent back nine punctuated by four birdies.
Scott Parel of the United States was two back after an up and down 68.
A group of seven players with nine major championships between them was three strokes off the lead. It included four-time winner Bernhard Langer, Padraig Harrington, Ernie Els, David Frost, 2016 champion Paul Broadhurst, Stephen Ames and Jerry Kelly.
- with AP