For Henry, a roll in the hay? (5)
I believe the answer is:
harry
'for henry' is the definition.
'a roll in the hay?' is the wordplay.
'a roll' becomes 'rr' (I can't justify this - if you can you should give a lot more credence to this answer).
'in the' is an insertion indicator.
'rr' going into 'hay' is 'HARRY'.
Can you help me to learn more?
(Other definitions for harry that I've seen before include "Persistently harass" , "one trained in spells, familiarly" , "Persistently attack (an enemy)" , "Enfield, perhaps" , "Torment by constant attack" .)