I've just been re-reading those last bits and I think there's something I missed.
Kyle Reese went back to 1984 to save Sarah Connor, and (though it wasn't in his mission orders) father John Connor.
Realizing that a T-800 hadn't been sent to kill Sarah, and that one is necessary to ensure she believes Reese, John sends the Skynet Mission Commander back to 1984 with orders to kill her.
John and Allison then travel back to his own time to destroy Skynet before it is built.
OK, I get that, but perhaps I'm being a bit thick. Where, and when, did John Henry go to?