Henry gets kidnapped and loses all his equipment during The Die is Cast main quest. However, you don't have to wait too long to get your gear back. Below you can find information on how to retrieve all your equipment.
Start right after Henry gets rescued by Zbyshek. Carefully approach the hut's exit. The area on the left is patrolled by a guard with a torch. Wait for him to move away and go to the left building marked in the picture 1.
Find a chest and take out lockpicks (the picture 2).
Reach the locked doors to the right from the place where Henry was kept. Use a lockpick (the door is locked with a very easy lock). Thanks to that you can enter Erik's room. Examine the table carefully. Erik's trunk keys (the picture 1) can be found right below the small barrel. Use them to open the chest presented in the picture 2, the one where Henry's equipment is.