Meh, I wouldn't say just leave it -- I am a *huge* proponent of beating my hair into submission re: color
But it certainly comes at a cost and, in the end, my hair always seems to have the last laugh.
There are a lot of people who have used color removers with success, I'm just, erm, apparently not one of them. So I, personally, would just go straight to bleach in this instance because, although it's drying and damaging, I *know* it's going to work in 1 process. This opposed to the total 5 processes that I went through as a result of the ColorFix (3 CF. plus 2 bleach . . . and *then* I had to recolor).
That whole debacle, with me, sent me into a total tail-spin. I had been modified CG for probably a year (without knowing it as "CG" -- I just did not shampoo and used mainly oils as my stylers) and that ended it. My hair was capital-F Fried, and my curls (which are "only" 3a's, mind you) were all-caps-and-dashes G-O-N-E. So I started throwing all manner of product at my hair . . . *insert flaming wreckage here*
Also, I had used Henna in the past and loved it, but it definitely relaxed my curls a bit. Not so much that I minded, because it made my hair overall awesome, but there was definitely more follicular relaxation with the henna than with regular chemical color. So keep that in mind.
Also-also, you have to be careful mixing some hennas with conventional color/bleach. Make sure it's Body Art Quality (BAQ) and you should be good -- other, faux hennas contain metallic salts that can interact with colored/bleached hair and cause breakage and, shall we say, unexpected, color results).
And always, always, ALWAYS -- even if using BAQ henna -- strand test on pre-processed hair.
If you are planning on using just henna, which will give you results somewhere on the red spectrum anyway, why not strand test it over the extant red and see if you like the results? No point in going through the removal/bleaching process if you're just going for essentially the same color. If you were intending to use henna/indigo to go for a dark brown, though, I'm not certain how that would work (Heck, why not strand test that, too, if that's what you wanted?)
The first time I henna'd, I did so over permanent color (about 4 months grown/faded out) and it worked perfectly for me. I then just continued to henna/indigo for upkeep. But I was already dark brown, and was using henna/indigo to basically keep it dark brown.
Sorry these are so long!
Oh, but also-also-also: Henna is permanent. Like, *truly* permanent, in terms of its (in)ability to be willfully removed. You can't remove it. So if you don't like it, you have to wait for it to fade (which it will do), but even then you'll have to strand test carefully if you wish to alter the color with a conventional process. Not that this should scare you, just know (if you don't already) that it's an even bigger PITA than conventional color if you don't like the results.