The Seven Barrows trainer still held a near £190,000 lead over his Ditcheat-based rival before racing on Sunday, but there is still all to play for.
While Henderson's priority for most of the week is the Punchestown Festival, Nicholls is likely to nibble away at his opponent's advantage before the bet365 Gold Cup card at Sandown.
"We haven't got much before the weekend," said Henderson, who could call on the mighty Altior in the Celebration Chase.
"I'm going to Ireland for the week for Punchestown. We've got runners there and now we're going to have to pull a few rabbits out of the hat for Sandown."
Henderson has yet to win a National of any description after fifth place was the best he could manage with Lessons In Milan, as the Nicholls-trained Vicente took the £122,000 first prize in the Ayr feature for the second year running.
Henderson's two other runners, Premier Bond and Sugar Baron, failed to complete the course. The latter gave jockey Nico de Boinville a nasty tumble at the very first fence.
He was taken to hospital for assessment after being treated by medical staff on the course, but was released in the evening.
Henderson reported the rider to be nothing more than "stiff".
"Nico stayed up with us last night and I'm just on my way home now. He's on his way home too from Ayr," he said.
"He's fine. He's stiff, but no worse. He says he's going to ride out on Monday morning so he should be all right for Punchestown."
Despite his Scottish gains, Nicholls still feels he faces a near impossible task in overhauling Henderson
"It's nearly an impossible task. It's possible mathematically, but I think it's impossible. Perhaps if Zubayr had been a short head the other way on Saturday (in the Scottish Champion Hurdle) - an extra 40 grand would have made a big difference and made it possible," Nicholls told Racing UK after a treble at Wincanton added a near £15,000 to the coffers.
"I've got nice horses running tomorrow and one or two to run every day this week, but nothing at Perth.
"It's all about Sandown on Saturday. It's a big card, big prize-money and lots of good races. As normal it will be very competitive and you will need to win most of the races to have any chance.
"It will make things interesting on Saturday and it might go down down to the wire, who knows? It's a hard task and Nicky will have plenty to run all week, so it's not just a matter of bridging that gap. It's also what Nicky is going to win during the week. It will be impossible, I'd say, but it's not over until it's over."
However Nicholls revealed the sad news that Arpege D'Alene had suffered a fatal injury in the Scottish National and said: "Sadly we lost Arpege D'Alene. He had a catastrophic injury to his hind leg and unfortunately we weren't able to save him. It was a day of mixed emotions."
