When I search for a particular person I normally try to extend the search to their parents, then their siblings, then their siblings marriage and possible children.
One of her siblings was Robert Henry born 1871. From the Bayanne website I extracted the family section of his page. This is shown below.
Using familysearch.org I obtained birth information for Mary Henry. Mary Barbara Henry, b.6 Oct 1900, Gibson, York, New Brunswick
Using the New Brunswick Provincial Archives I obtained birth and death certificates for John Henry details of which are given below.
John Brydon Henry, b.17 Feb 1911, Gibson, York, New Brunswick
John Henry, d.8 Dec 1915, Gibson, York, New Brunswick
The birth certificates for Grace and Gilbert show that they were born in Gibson in the County of York, New Brunswick.
Further information found for her mother and siblings:
Her mother Barbara Robertson d. 25 Jun 1911, Gibson, York, NB
Her brother Gilbert Henry d.10 Jun 1939, Union, Devon, NB
His wife Margaret Davidson d.16 Apr 1934, Union, Devon, NB
Her parents were Andrew Davidson and Margaret Irvine
Her brother Robert Henry d.18 Jul 1933, Union, Devon, NB
His wife Lena McLay b.12 Jul 1873, Cross Creek, York, NB