No idea about using the protein rinses.
About henna, search the site, one lovely locked lady henna'd hers not too long ago and they looked great. I know you need to use the top quality henna.
http://www.dreadlockssite.com/forum/topics/i-hennad-my-dreads?xg_source=activity#axzz1Cqht4suA
I have pretty long hair and figured it will cost about 50 bucks to do mine. I ordered samples from hennahut and henna for hair.
hennahut.com
hennaforhair.com
I tested one loc and it turned an auburn/burgundy color and i used the other and it turned pretty orange.
Things have come up since, so I haven't decided which i prefer if any or what I am going to do. I do still plan to henna my hair at some point. I had no trouble rinsing. The powder is very fine and henna for hair has tons of info and research on the site to help and even a how to for using henna on dreads. Definitely get a sample and test first.