I don't think there's anything unusual about Dylan having heard of Henderson in 1962. As the Martin Scorsese biopic of Dylan demonstrated, he obsessively immersed himself in folk music even from before he arrived in Greenwich Village, asking questions of everyone he met. He would certainly have come across the name from Seeger or the Clancy Brothers, or possibly even from Martin Carthy when he was in England in the winter of 1962.