If your .431" bullets aren't sealing the .429" bore, something is wrong. Even jacketed bullets obturate some. Are your cases shaving lead? Pull a loaded bullet and measure it, with mics. I may have loaded more 44 Magnums, most with cast bullets, than any other cartridge except for maybe the 38 Special. Slug the barrel of your Henry to make sure you're correct with .429". SAAMI specs for 44 Magnum rifle is .431". Off the top of my head I'd suggest; slug the barrel and use bullets that are about .002" larger than groove diameter, check a pulled bullet's diameter to make sure cases aren't shaving, use/find some "normal" BHN bullets, Lyman #2 is a good choice (BHN 15), use a slower powder in the 2400, Blue Dot, AA#9 area and start with min. book loads and work up. I have no idea how many Lyman 420421 SWC, plain base I've cast from wheel weight alloy and fired (in my 5, 44 Magnums) quite successfully, accurately and clean, no leading...
I had a few "getting used to" problems with my Puma. BBL slugged .431"-.432" and I looked for a good feeding bullet that was able to be sized to .433"+. I found Ranch Dog's design 265 gr RNFP gas checked bullet to give me excellent results, even when cast with range lead. I soon got the same mold in 240 gr. Both shot accurately in my revolvers, fed well in my Puma, and my Dam Wesson 44H liked the 265 enough to give me occasional sub 2" groups @ 25+ yards, with very few over 2 1/2" when I did my part...
Go slow. Double check everything. Most important, have fun.