Just saw you asked about what lead I use.

I find the Henry likes hard lead. For me. Ian (who also responded) uses the Lee 405 gr hollow base bullet with soft lead. He does very well. That bullet never worked for me. Just shows, you have to play around.

When I cast I use about 4 alloys.

Pure lead.
Pure wheelweights.
20:1 lead to tin.
Half pure lead, half wheelweights.

Now, I admit, the pure wheelweights don't do too well for me in the Henry. That's apparently just TOO hard. As I said, the pure lead doesn't do well for me. For me. Either of these might work well for you.

I get about equal results with the mixed lead/wheelweights or 20:1. The 20:1 is a tad softer than the ww mix. Main thing with working with ww is: 1. Cull out any zinc. 2. Because they have antimony in them, you can get a cratered base when you cut the sprue. Let that sprue cool a lot, or touch it to a damp sponge.

For what it's worth, my uses for those alloys are:
Pure: minies and smith bullets (my smith likes soft bullets).
WW: Smokeless rifle and pistol bullets and smoothbore balls.
20:1: most black powder cartridge applications.
Pure/WW: generally interchangeable with the above, BUT... you have to play around with them and make some slugs to test hardness when you are mixing a batch. WW hardness is all over, and you want an end result that is a Brinell Hardness around 8 or so (pure lead is a 5-6). SO you mix up a 50/50 batch, keep it molten, pour a small ingot, let it cool, test it. If needed, add more lead or ww to get to that 8 or so hardness. 7-9 is fine, just in that range. And, make it a big enough batch to do plenty of bullets.

I get my ww for free. If you don't, don't bother with them.