Here's what really happens:
Henry was the ringleader of the bandits at the Amusement Park and was actually faking being crippled the whole time! He's the guy at the end with the Riot Gear that you have to shoot in the balls. The girl watching the camcorder is actually one of the liberated girls from the Hotel, and she's crying because she assumes he's dead after finding all his shit, but he's really just out enjoying a dip in the new Hot Springs of Haventon.
Linda gets scurvy on the boat and ends up dying, and Mae grows up to be a serious badass and the protagonist of part 2.