I dont wear braids but I read that a lot of women, wash, dc and wait a few days or a week before doing anything else to their hair such as relaxing or applying henna. I'm sure someone with a little more insight about that will chime in. Or PM Sareca, she wears twist/braids and does henna.
The henna will thicken on it's own. Just add water slowly, you want it to be a yogurt consistency.