We never anchored in Henlopen, but we did once sit out a stiff southerly blow in Cape May. As you've already guessed, we were on the south side of the channel to the east of the coastguard station and even with only a 6' draft, our options were limited - as always seems to be the case, there were a couple of catamarans occupying the deepest area - I
recall being closer to the shore than I'd have liked and being concerned about depth under the
keel at low
water. On the up-side we found excellent holding, but it needed to be, when the flood/ebb tides were ripping through and the
wind was F6/7 we spent a lot of hours side on to the
wind, so disconcerting and uncomfortable. Good luck to you, wherever you choose.