County goalkeeper Stuart Nelson denied the impressive Anthony Wordsworth three times in a goalless first half and opposite number Ben Williams foiled the Magpies' Alan Judge near the break.
But Colchester went ahead five minutes after half-time through Wordsworth's deflected free-kick, from the edge of the area only for Sam Sodje to head home substitute Jude Stirling's long throw from close range to equalise for County, eight minutes later.
Colchester then scored three times in seven minutes. Michail Antonio prodded in at the second attempt midway through the half after Nelson had saved his initial effort following Kayode Odejayi's run and pass.
And Henderson then lashed in a superb third four minutes later from 20 yards, from Odejayi's assist.
Odejayi then latched on to Henderson's lay-off to go past Nelson and slot low into the empty net and although County replied through Jeff Hughes' effort, which went in off Matt Heath from close range in stoppage-time, it was Colchester's day.
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