I can relate to your difficulties finding history about this family! I have been digging for information regarding my great grandmother Mabel Caza Rallis, daughter of Abraham Caza, who is the brother to your Henry. Large family, and it seems like almost all of the family that stems from the Henry and Abraham brothers was at one time or another in North Hudson, Essex County, New York. If you are actually still on here (it's been a few years since your post), there is a fabulous website devoted to Northern NY newspapers. The Caza name brought up 675 hits on these newspapers, and I was able to find out details about Abraham's family that I couldn't find anywhere else.
http://news2.nnyln.net/essex-county/search.html takes you to the Essex County newspaper search site.
http://news.nnyln.net/ has seven Northern New York counties to choose from.
Hopefully you're still on here! I'd love to hear from you!
-Heather