I left my last henna mix (henna and water with a dab of ACV) in my hair overnight, with no heat. It was late, and I was tired. The next day, I didn't like the way my hair felt at all; it was very stiff, dry, and crunchy.
With the previous henna mix (henna, water, a dab of ACV, and homemade alma oil), I sat under the dryer for an hour and left it in for two more hours without heat and then rinsed. My hair felt great, and I detangled with ease.
My hair is protein-sensitive. I will still use henna every 6-8 weeks, but I'll use the method that works best for me.