There are three lots assigned to a "John Henry"--described as "legendary" in the opening write up--but the gunsmith they mean never went by that name (nor is he ever called that name in modern write-ups).
The auction house means J. Joseph Henry (1786-1836), and it has a set of his pistols (better identified, but the auction house seems unaware that the rifles are by the same gunmaker) in the same auction.
He occasionally used his first initial but never used the name John.
Modern write-ups do often refer to him as "John Joseph Henry," though he himself never did. He was always Joseph Henry or J. Joseph Henry or J. J. Henry.