I don't know if this is any help, but I did cassia the same day I relaxed. I usually do demi color on the same day but decided to try the cassia instead.
I didn't have a problem with rinsing, but also sifted the cassia as a just in case. there was a little junk in it but not much.
I would think that the worry with henna is the color deposit because the hair shaft is wide open. When I do a demi on relax day I get great coverage even without the use of heat. Henna may in fact be the same way.
ETA: Also take into account that to rinse can mean a lot of manipulation on your strands. Relax day is also my heaviest manipulation day. I always do a semi deep con regardless on what I do that day, then leave my hair alone for 4 days after.
-A