I think it will be no.2 and I think that would be the best thing for Ole to do. That said, I do think the club would consider selling Henderson if a big offer comes in.
Sell Romero. Use Henderson to push De Gea back to his best or Henderson takes the spot. Whoever wins out this season the other is sold next year.
Alternatively, we use De Gea in part exchange for Saul Niguez (€30m plus De Gea). Atletico sell Oblak to Chelsea for €75m.
Atletico have €105m to rebuild their squad plus a quality replacement for Oblak (I reckon De Gea is more likely to bounce back if he goes home).
Utd have a quality homegrown GK with solid backup in Romero and a brilliant midfield option in Saul.
Chelsea get the quality GK they need.