chux,I can find no record of this maker.Very unlikely that there is any connection with the famous Scottish maker, Alexander Henry. Most likely a gun made for an ironmonger[Hardware store]or gunsmith that also sold guns.In the event that that there is an address or even a town named on the rib of the gun it may be possible to confirm the seller and his business activity. The proof marks will indicate the manufacturing location and approximate date of manufacture.

Roy Hebbes