Then on Monday, they found out their younger son Kyle - who was coming home to grieve with them - was on board a small plane that crashed while landing at Horace Williams Airport in Chapel Hill.
National Transportation Safety Board investigators say the pilot was throttling up as he veered off the runway, in an attempt to possibly get airborne again and avoid a crash.
Investigators also say eyewitnesses reported seeing the plane's tail hit the ground three times as he tried to land.
Kyle survived the crash with serious injuries. The pilot of the plane was killed and another man on board remains in critical condition.
"Once we knew he was okay and we heard about the pilots - we are just so grateful and our hearts are broken for them and their families," said Nate's father Bob Henn.
Kyle was released from the hospital on Wednesday and is now home with his parents. Together, they're learning of the tremendous impact that Nate Henn had on others.
"First it was loss of our son and the pain and holding each other and roller coaster. But, now what we're seeing is Nathan has become nationally - if not internationally - known and his platform to carry out a ministry that's bigger than he ever imagined - that we ever imagined," said Bob.
Nate worked for the non-profit group Invisible Children which tries to help young people who've been forced to serve as soldiers in conflicts around the globe.
Keeping their son's spirit alive is now the focus for Bob and Julie Henn.
"He made such an obvious impact - more than we realized - and we would like to build on that," said Bob.
Spreading the word of the struggles of children in Uganda is what excited Nate. He spent the last year and a half advocating for abducted child soldiers - raising money and awareness.
"[It's] about following Christ. Doing your dream leads to serving other people and great things come of it beyond you can imagine. He would be excited. He would be excited to see if he saw the impact of what's happening right now," said Bob.
Nate died doing what he loved.
"I think God is sovereign and good and he makes no mistakes, and we were all talking about because this happened and in the news and that yes, because what he wanted is going to be so much more. People will now know what Invisible Children is and they know about these kids and they know about the war and they're going to want to help to carry it on," said Julie Henn.
The string of tragic events has touched people around the world - especially the places Nate Henn has ties to.
"What's amazing about the outpouring is San Diego is claiming him as their own, Delaware is claiming him as their own, North Raleigh is claiming him as their own - even Uganda," said Bob.
The Henns want to keep Nate's mission alive. They've set up a fund with Invisible Children that will go to support an internship for people who want to carry on the mission of peace and education in central Africa.
To learn more and to donate, go to www.natehenn.com.