I do not find a record for Henderson Alley. These two references are the best I could come up with.

Alley, Henderson 1902 Carroll County, VA Confederate pension
http://www.vagenweb.org/carroll/carr-pen.htm

……

Anderson Allen

Residence was not listed;
Enlisted on 11/15/1864 at Howlett's Farm, VA as a Private.
On 11/15/1864 he mustered into "E" Co. VA 29th Infantry
(date and method of discharge not given)
He was listed as:
* On rolls 12/15/1864 (place not stated)
Other Information:
born in Patrick County, VA
died 11/30/1898 in Carroll, vA
Buried: Tate Cemetery, Jackson's Ferry, VA
(Born 1846. Son of Jeremiah)

Sources used by Historical Data Systems, Inc.:
- The Virginia Regimental Histories Series