I would initially begin with the middle ground loads for Lever guns. IIRC the Modern loads are for single shot rifles like the Ruger, and modern bolt actions. In either case it is the safe starting point imho. From what I can see the Henry action looks very similar to the Marlin in that it does not appear to be a toggle action like the 1873 Winchester. If it is one of the "Henry Rifle copies" with the toggle action then you might want to start with the "trapdoor" loads. Not that familiar with the actual inner workings of the Henrys, but I am sure someone with more knowledge will be along shortly. My info is general reloading safety over the last few decades.
ETA. After looking at the specific model you specified and its schematic drawing , you should be safe with the middle range of loads you listed for a starting point,as the design IS NOT the toggle action.