I'll be watching for replies to this as I've always wondered where the heck Deep Henderson is. There is a instrumental recording titled Deep Henderson by King Oliver and his Dixie Syncopators (4/21/26)The tune's author is given as Fred Rose (who also wrote Lovesick Blues a hit for Hank Williams and Oz's own Frank Ifield and, I think, Blues Eyes Crying in the Rain. It may have lyrics. On the sleeve notes, by Edward Brooks, to the CD that I have with this number it reads: "...a title probably referring to the town of Henderson in Kentucky rather than Olivers's rival bandleader Fletcher Henderson." But maybe Deep Henderson is nickname for a street or district along the lines of Deep Ellum (also the title of a well-known Western song)which I believe was, or still is, a notorious district centred on Elm Street in Dallas Tx.