Supposedly, the thing that happens that "changes" Henry is after he kills the guy...when he opens the metal case.
From the stage play, that guy was a Russian spy who was working undercover for Brennan's team. He ends up stealing some of their tech and escaping. Now, from what I hear about the stage play, the spy hides it in a cave in Nevada where Henry innocently stumbles upon it. However, in the show, it appears that the spy falls through the ground into the cave system, hurts himself, when Henry eventually stumbles upon him. I think they built that scene around him getting shot through the hand and shot at again gave him the mental motivation and moral justification to turn that dude's head into meatloaf. Regardless, he still is shown getting ready to open the case when the shot panned away to follow Max and Holly.
We will probably find out what's in the case in the finale.
I think the main point they are trying to establish in S5 regarding Henry is that, unlike the impression given in S4, Henry was not "born evil". He was a normal "All American Boy Scout" until whatever is in that box fucked him up.