When Buckshot and I were messing around with the HBB in his garage yesterday, he tried to feed it a cartridge with a long wide flatnose, an 180 grainer of unknown provenance. It was a no-go, fed loosely into the ejection port. I got a major case of The Lazies today, and didn't get a lot done with war toys or their chow. Maybe tomorrow I will get some initiative.
ETA--The Owner's Manual text does not specifically require that cartridges feed only from the magazine into the chamber, but only makes mention of that method in the loading instructions. Among the testing will be roll-in of cartridges from the ejection port to fill the chamber, and factory W-W 158 JHP ammo will be a part of that as a "baseline". Maybe the Henry is like a Mauser CRF bolt rifle--to be fed from the magazine only. I'll assess that and report back.