I’ve still not been able to find anything about where my Samuel Henderson was born unfortunately. He could be related to your Mary. He was living in Sheffield from at least 1816 onwards. Both Samuel and his wife Hannah (nee Blyton) died prior to the 1841 Census but their children were still living in Sheffield so there could be some connections to look into there. Samuel was also listed in trade directories and was on the Electoral Register.
Best wishes, Martyn