That Henry can take +P and you aren't even at black powder pressures with 7.0 of Unique. I bet your brass and gun gets filthy.
I would be concerned with the lack of blood trail and increase the load. You are probably going about 1000 fps and if you go towards max standard pressure (8.5-9 gr) you could get about 1250 fps and close to twice the power. A hard bullet at 1250 would make a wider wound, and if you would get a little bit of expansion witht the higher speed it would be dramatically larger wound than your hard 1000 fps load.
Either way I would move towards softer lead and/or a more powerful load. The Lee bullet only has a .32 meplat, and if it is rock hard and only traveling at 1000 fps it will leave a narrow wound. If the bullet was rock hard and going faster it would leave a wider wound, or if it was a little softer and the meplat could grow to 40-45 cal you would have a wider, freely bleeding wound at current speeds.
I would not be using that load on deer any more and letting Jesus take the wheel on the recovery. I have got about 6 deer with my 45 Colt rifle so far and one with a 255 in a 1911. My 950 fps 255 gr deer was a cup point that had been tested to not mushroom but turn into a 45 cal wadcutter at those speeds. When I shot the deer in the butt, the wadcutter shaped 255 was found below the skin where the backstrap meets the neck meet. The deer dropped, then got up and ran about 40 yards with a very healthy blood trail. The entrance wound was thumb sized. I know that the Lee 255, if cast hard and used for that same shot, would not have made as large of a wound because the .32 meplat vs the .45 meplat at the same speed.