Hi Buddy,
I had a look at the trees on Ancestry for this man. They were mostly copies of each othe and some used the spelling Dorcetshire so I think I have the right man. Unfortunately though there are 10 pages of trees saying that he was born in Dorset, I found nothing whatsoever to substantiate his origins nor any real 'clues' that could be followed up.
When I looked at the few trees that appeared to have some records atttatched, I found that the sources didn't match the man Several has an index to a probate in Northamptonshire for a Richard Henley dated in the mid 16th century (wrong county, wrong date) , others a baptism that took place in London 17 years after he was supposedly born in Dorset. Some had his son Henry marrying Mary Bulkley at Holy Trinity Dorset (1664); this marriage did take place but Henry Henley was from a well known family with land in Dorset and Somerset. Many were MPs for Lyme Regis (Dorset)This couple remained in England with their son (Henry) becoming an MP.