Jenny I know I am this is an old post but if you are still researching this family I would like to connect with you.
I have a Mary Ann Dalby b. 1829 Leicester who's father was a Thomas Dalby b. 1793 Wingston. Mary Ann married a draper in Leicester who went to Austraila and died there shortly aft his arrival there in 1853. What's strange abt it is I have never figured out why he went to Australia as his wife and children appeared to either have stayed or returned to Leicester shortly after his death. Wondered if your Henry was possible a brother of my Mary Ann.