Sorry in advance for the long answer to follow.
If you aren't running TA, Raven is still doable with Fury, but you'll want to have Jakob with Fortify or Ward armor instead to jump his defense up a little more. This is one rare time I'd recommend Fortify Armor, since you'll be trying to keep them together to benefit from armor March. If you go with the Raven tome, the best B slot choice is Bowbreaker, since that's the whole reason to run Raven.
If you go Blade, I'd recommend Wary Fighter or Renewal for his B slot. Wary Fighter helps keep him from taking too much damage against faster opponents, while letting him tear away large chunks of their Hp with the blade effect.
If you run his Spectral Tome, which is by no means a bad idea, I'd refine it for Res and keep Jakob with Fortify/Ward armor. This helps keep his defense up, as well as increasing his Res for a much more damaging Iceberg. For this, I would recommend Renewal. He's got good defenses, especially against mages, who are most prominent in the arena. Renewal would help you fix him up, especially if you can play a sort of hit and run strategy, accomplished through him and Jakob having Reposition to assist running away.
One thing I would recommend that would work with any of the weapons you are considering if you have the fodder for it is to give Henry here either Close or Distant Defense for his A slot, and fill in the Sacred seal with the opposing one. That way, he's getting +6 def and Res when he's attacks, no matter what, and the likes of Panic and Brave Lyn's Mulagir can't override or ignore it. He loses some attack, yes, but combined with Fortify Armor and Ally support from H!Jakob, he'd be sporting 40 def and 50 res. If you decide to go this route, I'd recommend Quick Riposte for his B!Skill. If he's attacked by someone who can double him, he's guaranteed to hit them with his Iceberg.