Henry Lever Action or Bolt Action?

Hello kristian55,
You posted this thread some time ago and I noticed no one replied. I don't own a Henry Rifle, but I do own some lever-action rifle, Winchester 1895 Grade 1 in .30-06 (3rd Gen) & in .405 Win. I have shot the Henry in .44 Mag and it is a very nice rifle.
The one issue I find with your question is that Henry Rifle doesn't offer a production rifle any larger than .44 Mag, .45 Colt & .357 Mag. It might be possible to get one custom made, but has the possibility of having a high price tag.

There may be some calibers better/larger than the .405 Win., one that comes to mind is the B&M Alaskan-

B & M Rifles and Cartridges - 50 B&M Alaskan

I have no knowledge of any lever actions in .375 H&H, .416 Rem or Rigby, .458 Win or Lott. As for practicality I will leave that up to the firearm aficionados.

I will say it would be interesting to know if there are lever actions available in the "classic Africa" cartridges, don't know that I would want one.

If I were to pick the lever action would be my pick hands down, I can cycle my lever action a lot faster than my bolt actions.

The question would be are you wanting the rifle for North American game or African game. If it is the latter then importing a lever action my be an issue.