After the first couple of right turns, it becomes clear that Henry is using the method of picking one side of the pumpkin wall and sticking to it. They hit a couple of dead ends, but nothing's happening- other than the original flicker of light and the occasional gust of wind.

Henry, as usual, is not particularly talkative. But he does look back eventually and say, "Have you been in this place long? ...the world, I mean. I just got here." And he shouldn't be here, either, not after everything he's been through with gods.