there is no henchman bagde. If your referring to the savior of the spiral badge, then you need to have the quest "the final countdown" when you defeat malistaire to get it.
Yes, I saw a couple of badge lists on the web that have incorrect information. The henchman badge was one of the items listed that does not exist in the game. There was supposedly a badge for casting of the 10,000th spell, but that was not real either.