Ask a beautician?
I know that Henna does not do well with most man made chemicals such as relaxers, perms and hair dyes.
However, I have no clue how it will react to a chemical protein being added with it. I would say it should be fine since our hair is made up of keratin. The only concern would be that it would be too much protein. I would ask a beautician that is familiar with Henna. Esp someone from a country that uses it a lot like from a country in the continent of Africa or Asia.
Hope this helps.