Continuity mistake: In a close up of Thomas when Gordon is pulling him, Thomas is not coupled up to Gordon's train.
Continuity mistake: When Gordon approaches the station, in the two previous shots, the background changes from a close up of Gordon to a wide shot of Thomas and Gordon.
Continuity mistake: When Gordon says "Yes, I will" the background disappears between shots.
Continuity mistake: In the shot of Thomas stopping inside Knapford with his coaches, Henry is in his new shape.
Answer: He was in the water.