Henry was the waiter at the hotel whom Ausable had already ordered drinks from before returning to his room with Fowler.
Henry played a crucial role in Ausable's plan. When Max was threatening them with a pistol, Ausable calmly told Max that the knocking at the door was the police, sent to protect an important report. This made Max panic and step out of the window onto the supposed balcony — which did not exist. As Max fell to his death, the door opened to reveal Henry, simply delivering the drinks Ausable had ordered.
Thus, Henry's timely arrival, though innocent, was cleverly used by Ausable to outwit and eliminate Max.
Source: The Midnight Visitor, Max's Confrontation and the Balcony Story
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Examiners expect three things here: (1) who Henry was — the waiter, (2) his role — he arrived at the door at the right moment, and (3) how Ausable used this — by pretending it was the police, forcing Max onto the non-existent balcony. Many students forget to connect Henry's arrival to Ausable's lie about the police — that link is the key point that earns full marks. Keep the answer factual and text-based; do not add opinions.