There are two Civil War era William Henson's buried in the National Cemetary at Memphis. They are listed as

W. Henson- Co."F" 87th Ind-buried in plot # 2583
Wm. Henson- Co."B" 87th Ill-buried in plot # 199

The second Henson could be your man. The list included many transcription errors. The low plot number puts his time of internment in 1865 when the cemetary was first opened, corresponding well with your date of death.