They do not.
Heckman had surgery in the off-season and was never expected to play this season. Redshirt.
Henson is a little more complicated. She played a few games early last season before being shut down for surgery. She was granted a medical redshirt. Duke expected her to play around this mid-season but she still experiences some pain and Duke isn't pushing it.
Duke will apply for a second medical redshirt. It's not automatic but the NCAA has granted players a sixth season in these circumstances-Miami's Julian Gamble is an example--and Duke expects Henson to get a second hardship waiver.