Also Read
But Livesey, her brother, said he was "angry" with the government and criticised their handling of the case and that of David Haines, the Scottish aid worker who was beheaded last month.
"They could have done more when they knew about it months and months ago," he said.
"Just the same with David Haines as well -- I don't think they did enough for him either."
Branding the terrorists "scum," he said he prayed they "get what's coming to them."
Majid Freeman, a friend of Henning who was on the same aid convoy when he was kidnapped, said: "We have been pressuring the government into doing something to secure his release, but they abandoned him. The British government left him out there."
The newspaper said that intelligence chiefs have supplied Cameron with information about the terrorist cell holding the remaining hostages.
But the information on their whereabouts is not detailed or reliable enough for him to allow an SAS raid because the terrorist group is moving around the Syrian desert.
Henning was abducted minutes after his aid convoy entered Syria on December 26. He was the fourth Western hostage to be killed by Islamic State since mid-August, following two American journalists and another British aid worker.