Under the leadership of Henderson, as owner, and van Damm as manager, the theatre became a British institution, famed for its pioneering tableaux vivants of motionless female nudity, and for having "never closed" during the Blitz.

In 1931, she bought the Palais de Luxe cinema building and hired architect Howard Jones to restyle the interior to create a tiny, one-tier theatre, renamed the Windmill.

Henderson then hired Vivian Van Damm, and they produced Revudeville, a programme of continuous variety with eighteen entertainment acts.

[2] Upon her death on 30 November 1944,[3][4][5] Henderson bequeathed the Windmill to "My Dear Bop", Vivian Van Damm.

[12] In 2016, Henderson was portrayed by Tracie Bennett in the stage adaptation of the film, which opened at the Noël Coward Theatre.