Henry going: 'The price is different and this might prove it' (7)
I believe the answer is:
receipt
'this might prove it' is the definition.
Although both the answer and definition are singular nouns, I don't understand how one could define the other.
'henry going the price is different' is the wordplay.
'henry' becomes 'h' ('H' can be a synonym of 'henry').
'going' indicates named letters should be taken away.
'is different' is an anagram indicator.
'the'+'price'='theprice'
'theprice' with 'h' taken away is 'teprice'.
'teprice' anagrammed gives 'RECEIPT'.
'and' is the link.
(Other definitions for receipt that I've seen before include "Sales slip" , "Proof of purchase" , "Perhaps slip" , "Record of payment" , "A written acknowledgement; a word used in the first ever 2 dn" .)