I still don't think it's that much of a stretch for nobody to have made the connection. I don't think the name is something most people would instantly recognize.
I don't know anyone that hasn't seen Wizard of Oz though. Maybe most people wouldn't remember Henry's name... but I'm a theater person, so maybe that's why it hits me like a 10 story neon sign.
Oh, I've seen Wizard of Oz a million times, but if you'd asked me what Dorothy's last name was before all this happened, I'd have stared at you blankly for several minutes and probably have come up with it eventually. Without any sort of prompting, even with "Hunh. Balloon." I'd never make the connection.
I'm thinking that it would be awful fitting if they had a daughter. We've got the mother with her garden in a place where kidnappings are not unusual. We've totally got a potential set-up for a Persephone-dragged-to-the-underworld where really, it isn't so bad at all, kind of thing.
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