Where have you already looked for the death/inquest/probate for your William HENDERSON? I am wondering if Harleyvale NSW is actually Hartley Vale, NSW ? In the 1890s there was mining for Shale etc in and around Hartley Vale, along Reedy Creek and up to Mt Victoria.
Re any missing death cert ... well, until around 1918 (ie after WWI) the NSW BDM admin did not have a follow up trigger for confirming that they had all the paperwork. So, particularly in the non urban areas, where the Deputy Registrars were part time positions, it was entirely possible for a Police officer to be informed of a sudden/unexplained death and for the police to then inform the Police Magistrate who then informed the Coroner/Sheriff and Medicos and for the Coroner or Police Magistrate to issue a burial order for the public health aspect prior to the formality of the issue of the outcome of any inquest. So if perhaps a tragedy occurred to a miner, there may have been an inquest, and he may have been buried BEFORE the coroner provided the paperwork for the death to be formally registered. I cannot comment on the efficiency of the BDM offices in the other colonies/states, sorry. Each British colony that in the 19th century was provided with their own written constitution (including one each for NSW, NZ, Qld, SA, Tas, Vic, WA) and each of them had legislative authority to establish and maintain their own institutions ... including their own BDM registers...
IF ... and it is really only IF .... if your chap died under that type of circumstance, it may well be that the tragedy was written up in newspapers or there may be an entry in an inquest index ...
Trove (similar to Papers Past NZ) :
https://trove.nla.gov.au/NSW Archives
https://www.records.nsw.gov.au/ Mariners and ships in Australian Waters
http://marinersandships.com.au/ And of course he may have deserted the family in 1892
JM