Cardross rookie Henry closed with a one-under 71 for a one-under 215 and was joined on that mark by Tartan Tour No 1 Lee, who signed off with a 72.
The Scottish duo, who both earned 505, finished nine shots behind Australian winner Daniel Gaunt, who picked up the 10,000 top prize with a 69 for 206.
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Hide AdGlasgow's Barry Hume, who was sharing second heading into the final day, crashed to an 80 and slithered down into a lowly tie for 42nd with a 221.