This is a long shot, as I am also enquiring about Henderson in Sheffield.
My ancestor ‘Mary’ married David Thompson from Sheffield. After years of searching, I am surmising she was born Mary Henderson 1785 at Hamsterley, Co Durham. David Thompson and Mary Henderson married at Hamsterly c1810, then spent the rest of their lives in Sheffield, as David and his ancestors had.
Trying to find any other connections to support this – my full research details to show my reasoning are on my webpage here – https://myfamilyrootsandshoots.uk/who-was-mary/
Regards Angela