I don't think it was the henna. The whole henna being or mimicking a protein is I believe greatly misunderstood due to misinformation.
I believe most problems with henna is using inferior quality henna or henna compounds. You must use a deep conditioner that is moisturizing.
When they say henna coats the hair they mean it bonds to the hair. It doesn't act like shellac or a waterproofer and seal our hair keeping out moisture. (I'll come back later and explain how henna works, I'll have to locate old replies)
Indigo can be drying, but again using a deep conditioner made for dc'ing should take care of dryness.
Sometimes dry hair can be a result of build up from products, hard water. Clarifying and/or chelating your hair monthly is very important. After a while build up will prevent moisture from getting into your strands.
Using bad henna will give you bad results. I use BAQ (body art quality) henna from a reputable vendor. Some of these "other" henna can contain dyes, fillers, rocks and dirt.
They can also have high levels of pesticides. The two companies I purchase from test for pesticide levels.
What deep conditioner did you use? Are you a regular moisturizer and sealer?
Do you use heat regularly?
Do you use protein? The proper moisture/protein balance is key to solving dry hair issues as well.
I am thread jacking.
We have two threads that look can help you with your dry hair issues. Struggling with your natural hair and Nailing your regimen. Address your dry hair issues before starting henna/indigo. Check out those threads and post your concerns. Those ladies are very good.
Good-luck!
I can't see any mentions on my IPhone. PM me if it is a must see. Allons y