I’ve seen a lot of depictions of Henry and Hans parting ways post kcd2 because they were cautious, or most often found out by someone. And Henry is always the reasonable one to pull away and ride in the horizon despite Hans pleading him to stay.
And I get the vision. I truly do. But I can’t really see it.
Henry is canonically and very obviously shown and told to be a little shit who does whatever he wants, and stops at nothing to get it. This guy cuts in on conversations between Von Bergow and Hans to add (relevant) details, even though he’s seen as a lowly servant at Trosky, he still steps forward like he owns the place. In front of Von Bergow. He talks back to Radzig (about being abandoned, understandable) and Hanush ("if he doesn’t want to get married, you can’t force him to, right ?") without a care in the world, and can look the Margrave in the eye and lie to him without blinking.
The thing is, Henry is just sensible and lucky enough to not get caught and get himself killed when on his own. In unknown territory and left alone at the pillory, the best plan was to befriend the locals and get a steady job and place to sleep. But when Hans is involved, most of Henry’s good sense vanishes into thin air. Bursting into a camp of armed cumans after one sword training. Stepping between Hans and ten men armed with crossbows. Infiltrating a highly secured fortress while knowing that Hans’ life isn’t technically in any danger. When Hans is involved, Henry becomes just as reckless - not to say twice as reckless - as him.
All this to say, even if they’re discovered in Rattay, I think Henry would find a way to stay. And not just because he wants to for himself - because Hans would be just as opposed to the idea as him. They have each other’s backs through and through. Henry would find a way to blackmail the person who threatens him or send them away. He would get his results one way or another.