Barclay and Cairns played under Henderson at Otumoetai College, while Tauai was part of two national schoolgirl title wins with Tauranga Girls' College. The trio, all 18, would have been part of Henderson's Tauranga women's team chasing the national club title this year but appeared for the last time last weekend.
"They're big fish here and it's the opposite there," he said. "New Zealand volleyball, if they had a proper programme, could possibly keep some of them here but it's hard to establish a programme because there's no money put into it. I've been pushing for an under-21 [national women's team] for years to bridge that gap between under-19 and senior but they can't even get that."
Cairns, who leaves this weekend for Missouri Western State University where she will study for a science degree majoring in wildlife conservation, looked at heading to Waikato University but said the chance at a free education and no student loan was too good to pass up.
All three were seen by a scout last year in Tuscon, Arizona, and video footage of them in action was sent to a variety of colleges.
Tauai will attend Hillsborough Community College in Florida, and Barclay Dodge City Community College in Kansas. Both are junior colleges, with Barclay considering university offers in Texas and Colorado next year.
Barclay made her senior women's debut as a setter this year, with a tour to Vietnam costing her several thousand dollars.
"The best I can play here is New Zealand women's and I've done that, and still had to pay for it. That's as far as I can go and New Zealand will never make the Olympics so I'd be stupid not to take this chance."
Tauai had been thinking about the scholarship route for several years and sees the next four years overseas as a chance to get something back from the investment her family had made.
"My parents have poured so much money into volleyball with my sister [Irene] and me so why not grab the opportunity and get an education at the same time? My sister and I have had to take turns over the years playing for New Zealand [age group] teams because of the big financial strain it has put on my parents, so even though it'll be hard on all of us living so far away, I think they're as pleased as anyone I'm taking the chance."