The Manchester Evening News says on deadline day, he posted a series of stills of himself in Shrewsbury kit to his social media accounts, with the caption: "Couldn't be more happy!! Here to stay. I love this team, let's make history together."
It sparked speculation among fans he had signed a permanent deal with the Shropshire club, but nothing was confirmed by either United or Shrewsbury.
However, as the transfer deadline officially passed, Henderson appears to have been celebrating the fact that he will be remaining at the New Meadow for the rest of the season - with his loan club challenging for promotion to the Championship.