By the way, Sir Henry had three wives: Elizabeth (the elder) Willoughby (no children - she died young), Dorothy Bellingham (no children), and Margaret Wortly (*not* Willoughby), who bore three children, a son who died in infancy, a daughter who may have been stillborn or died within hours, and a daughter Grace, who apparently barely lived to be christened. So no, *no* children who survived him, none at all.
None of his three wives was named Mary.
Sir Henry's sister Frances married Matthew Boynton (1st Baronet Boynton) and brought Burton Agnes into the Boynton family with her.
Elizabeth Willoughby is sometimes misidentified as "Mary" or "Margaret" for reasons that escape me - her father had no daughter by either name, but did reuse the name "Elizabeth" for his youngest daughter (by his second wife).