Henry was the 9th child of Carl Benjamin HEGWER and Maria Rosina ILGNER. He was born 9 Oct 1842 in Freistadt, Ozaukee, Wisconsin. He first married Katherenah Hornberger  in about 1871 and they had 4 children. After Kate's death, he married Flora Wallace  in September 1885 and they had 3 children. After Flora's death, he married Futcher Knight  19 April 1913, filed for divorce 26 May, and the divorce was final 14 Mar 1914. Henry died 15 December 1921.
New data is going online every day. As we approach Veteran's Day this year, it seems appropriate to share this new tidbit.
Ancestry.com now has the "US National Homes for Disabled Volunteer Soldiers, 1866-1938" database. This data is from the Department of Veterans Affairs and in NARA microform M1749. Here's a cropped image from the Milwaukee register:
Henry was at the Milwaukee facility from 21 June 1916 to 11 August 1916 and receiving a $40 pension. From 6 October to 8 November 1916, he was in the Leavenworth, Kansas facility. Most surprisingly, he also appears to have been in the Sawtelle, California facility from 8 Nov 1919 to 25 Feb 1920 and again from 27 Dec 1920 to Jul 27 1921. By then, his pension was $72 per month.
Each record repeats his military history, with his highest rank having been 2nd Lieutenant (rather than captain, as he sometimes wrote). It lists 2 old gunshot wounds: left knee and abdomen. His nearest relative is listed in all three as daughter, Mrs. Lila Hibbert of 1259 S. Clayton St., Denver, Colorado.
I accidentally found this veteran info and it does seem to settle several of the previously unclear stories on Henry. I won't go into it here, but he was obviously a very unique individual with quite a story; actually, there were many, many stories: Indian Wars, Civil War, boiler inspector scandal, Hegwer Homes, the saltworks, the law suits, his FBI file, and so on!
 Chase County, Kansas USGenweb at http://skyways.lib.ks.us/genweb/chase/BGNotices/marhay.html
 City of Hutchinson, www.hutchgov.com; also, 1900 US Census, Dist 53, Denver, Arapaho, Colorado
 Colorado: Denver District Court. Documents received from Colorado State Archives, after finding a reference in their Historical Records Index at http://www.colorado.gov/dpa/doit/archives/hrd/index.htm