Sign of sainthood? Henry has nothing (4)
I believe the answer is:
halo
'sign of sainthood?' is the definition.
(I've seen this before)
'henry has nothing' is the wordplay.
'henry' becomes 'hal'.
'has nothing' becomes 'o' (I've seen this in other clues).
'hal'+'o'='HALO'
(Other definitions for halo that I've seen before include "Circle painted over saint's head" , "Hagiological aura featured in Christian art" , "Disc of light" , "Corona" , "Symbol of sainthood" .)