There are couple of bits early on where he essentially tries to frame his only options as rotting on Liverpool's bench or move to Saudi, which have their own issues, but the below stood out more to me.
On what, ultimately, convinced him to make the move to Saudi Arabia:
On whether his move increases the likelihood of change in Saudi Arabia:
On the face of it, these two answers look great and certainly consistent with his support of LGBT causes in the UK. However, he immediately follows it up by basically saying he won't do anything while in Saudi.
On how this is different to Qatar, where no change was visible:
On whether he'll continue to wear the rainbow laces/armband:
On the graying out of his rainbow armband in his announcement video:
On whether "respecting the culture" just leaves gay people in a situation where they essentially have to accept that their existence is illegal:
Henderson genuinely seems to be of the belief that his mere presence in Saudi Arabia is a force for good, repeating as much a few times throughout the interview, which is weird, because he also says at one point that he can't do anything because he's just one man. There's a bit of dissonance going on where he repeats that he's not been told to keep quiet about things so that's good, but acknowledges that he can't really do or say anything as it will be seen as disrespectful.
The last bit is unintentionally hilarious. "I've gone above and beyond for these people. I've worn laces, I've worn the armband, I've spoken to people. And I've got gay friends!"
I don't want to add much of my own commentary because I think those quotes essentially speak for themselves. There are also a couple of occasions where he gushes over how nice it was in Qatar and how nice it is in Saudi, and it's then pointed out to him that he's probably been privy to quite a manicured view of things, with his answer to that being "well my experience was nice." Ultimately, it reads like he wasn't prepared to be grilled quite as much as he was, and also that he had a few canned answers that he fell back on when challenged, without really answering the questions put to him.
I'm just not sure what he was hoping to get out of doing this interview as it certainly won't have done anything to win over the people he seemed to be trying to please by doing it.