I am excited for you. I would love to have one of the Henry backhoes. I think you did fine on the price assuming the UC is usable. To me, just the uniqueness of the Henry equipment would make it worth a little more.
Loading could be a challenge but certainly doable. As Lavoy said, take 3/4 of the shop with you and you won't need any of it. That's my experience too. I have loaded them locked up but take some 2x8's or be prepared to remove the tracks. I've done both. On flat ground they will move pretty easy on 2 boards, some oil (used is fine) between the boards will also help. Several short peices of pipe between the boards will make it roll really good. I drilled two holes in the ends of two of the boards and put in 3" carage bolts, nuts up. I put the end with the bolts at the front or toward the trailer. This seemed to help keep the top board under the tracks as the nut caught on the grouser as I pulled. The hardest part wil be dragging up on the trailer. That's up hill all the way.
If the seller is going to load the detached backhoe with a loader, that will help a lot with the loading of the crawler by pushing and lifting. If a big enough loader could be borrowed, you can just pick it up and sit it on the trailer. Even with just a Bobcat/Skidsteer, if you can pick up the front of the crawler and then back under it and then pick the back up and push it on, also would work. I've done that as well and it beats trying to pull it up onto the trailer.
BE CAREFUL! We want to see pictures of it when it's done.
Larry