I think Gareth Jenkins was always going to go, I don't think he had ample time to get the team together and any coach should have at least 3 years before a world cup to set-up although its not just on the world cup I think he was kicked out. Its mainly because of his atrocious selections and disjointed run-in to the world cup.
Connolly really should have known England were going to come out stomping and dominate them in the scrum, he should have fielded a better scrummaging front row and made sure that the Aus were up for it, they underestimated them and got smashed at the breakdown. So yeah, he is right to go too. Even though had Mortlock not been unlucky with that last kick, they would be through, not deservedly though and that Aussie team is classy enough to have beaten England by 10 points, even with England playing at the top of their game.
With Henry, sadly its the way it works in NZ, yes the players didn't play with as much passion as the French and yes they should have tried a number of drop goals towards the end, they had plenty of time. Neither of those are Henry's fault though and unlike the Aussies vs. England, the Kiwis were not outplayed by any means, they totally dominated the game and no amount of coaching could change the fact that they would have won had it not been for some frankly astonishing decisions by the ref. I do think the French player over-reacted when he was blocked, but I do believe the Kiwi didn't stop and the excuse "I was holding my line" doesn't wash in my opinion, he could have stopped and actively chose not to. The yellow card was harsh, but he made his own bed. Even though that happened, NZ still should have won, the ref should have given them a pen when they tried a drop goal knowing it should have been a pen kick had it missed. Also the French should have been penalised countless times in the later phases towards the French try-line. All this not mentioning the forward pass that led to the try.
I've been a rugby fan since 1987 and since about 1994 onwards it became more and more apparent that the Kiwis always played on the very edge of the game, spoiling the ball at rucks then blaming others for slowing the game down. For years the Kiwis have been getting away with forward passes leading to tries that were never contested, in fact, its almost become to be expected. From going off their feet at the breakdown, going over the top, killing the ball, forward passing, blocking etc. the All Blacks finally had a taste of their own medicine. Yes, they are the best team in the world, yes they didn't deserve to lose to France and yes they should feel hard done by. Although every other team has been used to getting reverse treatment vs. the All Blacks, its not so nice when the shoe is on the other foot. I don't think Henry should go, I don't think he deserves to go. I think his 1 mistake was leaving Howlett out of the side, but I doubt it would have changed the score.