Hi Mr. Willey,
It would seem that your grandfather is related to my family of Dorchester Willey's, albeit in a roundabout way. It is through his brother Ralph, his siblings, and back through various marriages (and cousin intermarriages), that incorperates my line of Willeys going back to the 1700s. I cannot tell you if your Henry F is 'directly' related. He is also one of my 'brick-walls'. Through in my years of tracing this family, I can conclude that the links between the MD/DE Willey families are strong, and that he most likely does more directly tie in somehow. Which is the other Henry Willey that you've seen crop up?