Henry-centered arena team

His atk stat is laughably low even though he gets advantage vs Red and Colorless, so he needs a dancer to be effective. Linde also walks all over you so you need a green to deal with that.

I'd say: Henry, Azura, Hector, Julia
Henry + Azura can manage deal with stuff Henry is "supposed to" be good at dealing with: Takumi, Greens
Julia deals with Blues, especially Linde
Julia + Azura slays dragons
Hector deals with Hector. That should have been Henry's job, but guy can't even double Hector and gets double'd back on counter instead.
Azura gets to fight off reds personally

Dude honestly, it's not even worth it. Maybe when inherit skills become a thing it might work out but as of now, it's completely pointless to even try. Your best option is probably looking into skills that he can inherit and/ or other units that may complement with him so that you can plan ahead. He has a wayyy higher chance of being more viable when that update comes out. He's literally as low as you can possibly go in terms of his offensive capabilities. As Piggy mentioned, it's at laughable base stat of 34 and his speed base stat is at a god awful 22! That means unless you're facing a colorless unit, you're maybe going to dish out single digits while the opponent has either OHKO'd you or you're barely hanging on to a sliver of health due to his poor speed.

Trust me, you'll be disappointed once you see it for yourself.