Green’s Dictionary of Slang

Henry Neville n.

also Henry Nevil
[rhy. sl.; ult. the G.R. Sims ballad ‘Tottie’ (1887): ‘What the Henry Neville/Do you think you’re doing there?’; ? elision of henry neville = hell]

the devil.

[UK]‘Dagonet’ ‘Tottie’ (in Referee 7 Nov.) n.p.: Ere her bull-dog I could stop / She had called a ‘ginger pop,’ / Who said, ‘What the “Henry Neville” / Do you think you’re doing there?’.
[UK]G.R. Sims ‘Tottie’, Dagonet Ditties 127: She had called a ‘ginger-pop,’ / Who said, ‘What the “Henry Neville” / Do you think you’re doing there?’.
[Ire]Joyce Ulysses 403: Where the Henry Nevil’s sawbones and old clo?