While the squad's other pace bowlers - Neil Wagner, Doug Bracewell, Ben Wheeler and Jacob Duffy - delivered spells in the nets, Henry, Trent Boult and Tim Southee bowled on a practice pitch in Thomas Lord's sloping theatre.
Martin Guptill also appears poised for a recall. He was the first to don the pads at the Nursery practice session, followed closely by Tom Latham. Incumbent Hamish Rutherford batted later.
As a right-armer, Henry will balance the attack if left-armer Corey Anderson replaces injured right-armer Jimmy Neesham as the all-rounder.
Henry was the major victim when the 15-man World Cup squad was picked, missing out to Southee, Boult, Adam Milne, Mitchell McClenaghan and Kyle Mills.
The way he handled the initial disappointment, his subsequent Plunket Shield form and the possible benefit to being under McCullum's eye at the Chennai Super Kings point towards his anointment.
As Milne's World Cup replacement, Henry bowled respectable spells in the semifinal and final, including the wickets of Australians David Warner and Michael Clarke at the MCG.
Conversely, Bracewell's 55 wickets at an average of 35.10 in 19 tests and Wagner's 58 wickets at 34.48 in 16 are respectable numbers.
Both delivered strong spells against Somerset and Worcestershire, as did Henry, taking the final three wickets for 58 runs off 11.2 overs in the second innings to help win the latter match.
Henry might be an option to take advantage of grass on the wicket. The English Duke balls have a prouder seam than the Kookaburra brand used in New Zealand. Henry's skill-set might suit, especially if he bowls his familiar full length to maximise swing.
The 23-year-old took six wickets at 18.83 in the List A games on last year's New Zealand A tour of England, and seven wickets at 15.85 in the first-class match against Surrey at The Oval, including a return of five for 18 in the first innings.
Before his World Cup call-up, he bowled regularly at first-class level, taking 20 wickets at 28.55 in six matches for Canterbury.
Guptill and Rutherford appeared in a duel at the start of the tour to secure the opening spot.
However, Guptill's 150 off 210 balls, prompted coach Mike Hesson to all but ink his name on the Lord's team sheet. The innings helped New Zealand to their 15-run victory over Worcestershire in the four-day warm-up match.
"His tempo over the whole innings was what you want to see from an opening batsman," Hesson said.
"He's done exactly what you want from a player who hasn't played the last test. He's fought hard to get back in the squad, put in a decisive warm-up performance today and is in strong consideration."
Guptill's last test was two years ago at Headingley. He was deemed to have defensive frailties at test level.
This season he's been in form at Derbyshire, scoring 451 runs at an average of 112.75, including a first-class best of 227 against Gloucestershire.
Guptill's resume also includes being the top runs-scorer at the World Cup. He made 547 at 68.37 with a strike rate of 105. His coup de grace, 237 not out in the quarter-final against the West Indies in Wellington, was the highest score in 11 editions of the tournament.
Rutherford made 37 and 11 against Somerset, followed by 75 off 140 balls at New Road to anchor New Zealand's first innings. At No.3, he entered in the third over and hit just five boundaries, a rarity for a player who loves punctuating the rope, particularly from cover point to mid-off.
He needed to erase concerns he succumbed too often to catches when presented with tempting deliveries outside off stump.
- by Andrew Alderson at Lord's
