Perhaps Mary was fond enough of brother Henry GALLAGHER to name her daughter after him... Henrietta

She was born in 1900, being 2 years in September 1902 on Edward George Kitchener's birth certificate.
Henrietta's second given name was Jane, which of course was Thomas PLANE's mother's name.
This may be a good clue that Henrietta was the child of Thomas and that the split happened as Toban deduces, after her birth.
Sue
ADDING.
I have looked at the third given name for Henrietta which appears to be Abenia or similar and I wonder whether it was an attempt to name her after Mary's mother Abby/Abbey/Abigail