Sounds a little shady on the part of the shop also. If something happened accidentally or not why not just be honest and correct the situation? Now this is going to be a whole long drawn out ordeal between the OP and Henry and the vendor. Doesn't smell quite right.
Yeah...sort of what I'm thinking. You (OP) has spent the money, you should be enjoying a gun now...not involved in a circular discussion between the you, the shop, and Henry. The shop owes you a gun in the condition agreed upon, or, your $ back. Nothing in between. In fact, if the shop wants to get "into it" with Henry (on what grounds, I'm not sure) then I'd simply say to them "listen, I hope you manage to sort this out with them but in the meantime...I'd like my $ back until you do".
That...or...if you honestly trust them 110% and think they're making this issue a priority~sit tight for a day or two and see if a NEW rifle might be on it's way.