I wonder how long you leave your henna on your hair. I find the hours some people go for is crazy. Like 4, 5, 6 hours or overnight. Really not necessary, so long as you let the henna pigment release in the bowl before using it. I usually leave it on for 2 hours, but recently had to take it off in 1.5 hours and it worked out great and exactly the same.
I really don't know much about putting hair colour over henna. I think it really depends on what exactly was in the henna used previously. Some 'henna' is actually henna plus horrible metallic salt dyes which definitely do react with hair colour and perms. (brown, black or other colour henna usually).. 'other' coloured hennas could also have indigo or other natural good stuff to change it from red to brown or black. I think you may get more help from http://www.hennaforhair.com/
Doing a swatch test is always your best route if you are still in doubt and feel you must change back to chemical dyes.
I buy my henna for $8 a kilogram, mix it all in advance and portion it out and freeze it so it's super easy to thaw in the microwave and use. If you like the red hair it gives you, there is no better option!