The 22-year-old Dubliner made eight appearances for the League One club in a spell at Huish Park during September and October. He kept clean sheets in successive games away at Walsall and Rochdale.
His last match for the Glovers saw him go off injured at half-time in the recent 3-3 draw against Swindon.
Henderson has struggled to make the first-team squad at City following the summer arrival of David James to challenge Dean Gerken.
Source: PA
Source: PA