Sugarbakers, your website was extremely useful to me when I first started trying to dig up something on the Hendersons. I have pencilled out a rough family tree of the Hendersons using the info that both you and Capetown have provided so far, and it's all beginning to make a whole lot more sense. One of the Anthonys was Sheriff in 1783 and a Common Councillor in 1790: I had assumed this to be Anthony the jeweller, but in actual fact it may have been his uncle, though I don't know if there is any way of checking this. I had also assumed (not being aware of the elder Anthony) that it was Anthony the jeweller who died in 1792, as 1790 is the last time the latter appears in any of the directories as far as I can tell.
I've had a look at the entry for Henry Browne's declaration and will have to email the archives to see if I can obtain a copy of it and, if so, how much it will cost. With that in front of me (hopefully) I should be able to find out whose son Anthony the barrister was, amongst other things, and how Mary fits in to the picture.
The snippet from Henry's will about George and Eliza Goddard living somewhere near Swansea is useful, because I know Eliza died "at Swansea" in 1837, but had thought she might just have been staying with relations there - George was a career soldier, though he was on half-pay for much of the time.
It was rather nice to see the auction notice for the (fairly impressive) Nelson Street household contents, as I've only been able to dig up that for the actual Sugar House premises. Samuel Henderson junior, who I am assuming is the one "leaving Bristol" in 1807, had a daughter, Mary Ludlow Henderson (born circa 1802), who married Richard Short, he being a son of Samuel Henderson Short and grandson of Dorcas. This Samuel married Martha Ludlow back in 1786 but I can't find records for any other children of this couple, which is frustrating.