m. (1) (1905) Henrietta Emily Bertie who dsp in 1913, (2) Gladys Rhoda Maclean.

His parents were Alexander Henderson, first baronet and first baron Faringdon, and Jane E Davis.

And from this all connections from Gladys Rhoda Maclean corroborated in Burke’s 107th edition of their Peerage of 2003, vol I, p. 1389.  So all the previously inserted probables have been removed and I will continue to find the rest of the public records to finally confirm all this.

Cannot clearly identify his birth.  Must await 1922 census or obtain their marriage cert to give his age and his father.

Later: from the Ancestry image of the marriage register I learnt his age, full name and that he was a widower and a major in the army.
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His birth index:

First name(s)         Alec Puleston
Last name             Henderson
Birth quarter         4
Birth year            1876
Mother's maiden name  Davis
District              Brentford
County                Middlesex
Country               England
Volume                3A
Page                  78
Record set            England & Wales Births 1837-2006
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In 1881 he was with his parents and siblings at The Hall, Norwood, Uxbridge, Middlesex:

First name(s)  Last name  Relationship  Marital status  Sex  Age  Birth year  Occupation  Birth place
Alexander  Henderson  Head      Married  Male    30  1851  Member Of London Stock E (Broker)
                                                                       City of London, Middlesex
Jane E     Henderson  Wife      Married  Female  27  1854  -           City of London, Middlesex
Harold G   Henderson  Son       Single   Male     5  1876  Scholar     Ealing, Middlesex
Alec P     Henderson  Son       Single   Male     4  1877  Scholar     Ealing, Middlesex
Frank      Henderson  Son       Single   Male     3  1878  Scholar     Ealing, Middlesex
Margaret   Henderson  Daughter  Single   Female   1  1880  -           Norwood, Middlesex
Infant     Henderson  Son       Single   Male     0  1881  -           Norwood, Middlesex
Richard C  Taffrey    Servant   Single   Male    28  1853  Butler      Cranford, Dorset
Amy J      Bridgman   Servant   Single   Female  34  1847  Cook        Torquay, Devon
Alice A    Robert     Servant   Single   Female  30  1851  Nurse       Switzerland
Ada E      Paterson   Servant   Single   Female  20  1861  Nurse       Woolwich, Kent
Hannah     Harris     Servant   Single   Female  29  1852  Housemaid   Colnbrook, Middlesex
Ada        Silman     Servant   Single   Female  18  1863  Kitchenmaid  Wilton, Oxfordshire
Alice      Simmons    Servant   Single   Female  26  1855  Monthly Nurse City of London, Middlesex

Ref:
Archive reference RG11
Piece number 1336
Folio 52
Page 31
Combined:          1881 ref: RG11, piece 1336, folio 52, p. 31
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Hid death index:

First name(s)  Alec P
Last name      Henderson
Gender         Male
Birth year     1876
Age            55
Death quarter  4
Death year     1931
District       Eton
County         Buckinghamshire
Volume         3A
Page           1068
Country        England
Record set     England & Wales Deaths 1837-2007
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His probate index:

HENDERSON the honourable Alec Puleston of Windlesham Park Windlesham Surrey and of 28 Austin Friars London died 2 November 1931 at Windlesham Park  Probate London 3 December to Gladys Rhoda Henderson widow and the honourable Arnold Henderson stockbroker.  Effects £411212 3s.
Resworn £423267.19.9 and 423332.19.9
Resworn £423327.0.3
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In the will dated 14th December 1922, with a codicil of 24 Jan 1930 he named:

1. His wife Gladys Rhoda henderson executor,
2. His brother Arnold Henderson, executor,
3. His eldest son, Ian Alexander Henderson,
4. His Second son, unnamed, (born a mere two months before this will was signed),
5. His nurse Emily Garlick, in the Codicil.
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Arms: Or three piles issuant from the sinister vert, on a chief erm. three torteaux.

Crest A hand holding a torteau charged with a mullet of six points arg.

Burke’s Peerage, 2003, vol 3, p. 1387.

Their marriage index:

First name(s)       Gladys R
Last name           Mac Lean
Marriage quarter    1
Marriage year       1915
MarriageFinder      Gladys R Mac Lean married one of these people
                    Alec P Henderson
Spouse's last name  Henderson
District            Chelsea
County              London
Country             England
Volume              1A
Page number         728
Record set          England & Wales Marriages 1837-2005
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And Ancestry had an image of the marriage register, transcript by me:

[             Kensington and Chelsea  >  St Luke, Chelsea  >  1899-1931          ]

“                  Page 27
“1915. Marriage solemnized at St Saviours Chgurch Upper Chelsea in the Parish
“of St Lukes Chelsea in the County of London
“No:                  
“When married:      
                             His                        Hers
“Full Names:         Alec Puleston Henderson        Gladys Rhoda Maclean
“Age:                38                             30
“Condition:          Widower                        Spinster
“Profession:         Major
“Residence:          94 Walton Street               St Leonards Dale Cottage, Clewer, Windsor
“Father:             Alexander Henderson            Donald Frederick Durant Maclean
“Father’s job:       Stockbroker                    Gentleman

“Married in the Church of St Saviour according to the Rites and Ceremonies of
“the Church England by Licence by me Cuthbert F Trower, Vicar of Stockcross

“This Marriage was Solemnized between us [signed] Alec P Henderson  Gladys Rhoda Maclean
“In the Presence of us [signed] (illegible)  D.F.D.Maclean”

It looks like the celebrant was a relation of her mother.
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