I ran into the same problem with the henchwomen that I modded in.
For your henchmen did you edit the unit files? Namely does this line exist in your unit definitions for these henchmen
<UnitModelType>HenchmanMale</UnitModelType>
This is important to unlock all the special abilities and items.
Otherwise you are going to have to do what I did with the henchmanfemale and go through EVERY single item that you want that model to equip.
check out my mod to see what I mean.