Right, so here is what I saw on the first goal. As always, it was many errors adding up to one goal conceded. I didn't see anything much wrong with what Henderson did, and Keita only made one fatal mistake, but otherwise, the errors mostly rested elsewhere in the passage of play.
Here is the picture initially, from the throw-in and the switch into the middle from Palace:
Here, for the moment, Firmino should be closing the ball down, as he's the nearest defender to the ball. If it's a pressing trap, then it might be part of the trap to let this player play the ball in order to lock the ball down on the wings. This seems to possibly be the case in the next pass - however, not aggressively pressing doesn't mean there should be no pressure, and Firmino could perhaps do a little bit more here.
What really should happen here is Keita pressing the ball and Firmino taking the back pass option way, or covering behind at an angle. Either one is good. Firmino does neither, leading to Keita pushing on and pressing, but crucially, makes the mistake of thinking he has to win the ball there. He doesn't, and now we're flat to the ball and in all sorts of potential trouble defensively. So...
... we've left a big dangerous space in behind our press, because the midfield and defence haven't compacted to the ball. As a pressing team, we're already in trouble before the ball is even released.
So now Firmino takes over the pressure role, Naby cheats to the back pass (not a bad decision at all), but Mane starts to move forward, with the midfield finally pushing up to compress the play. However...
... Mane doesn't do the sensible thing and cover the penetration pass option, like he really should. Instead...
... he overshoots that area to add to the press needlessly, creating a flat line of three pressure players (three 1st Defenders), with Salah making his way across but in no way, shape, or form in any useful defensive position. Then...
... the penetration pass finally gets played (classic 4v2/5v2 rondo situation for any coaches reading, dontcha think?), meaning the next nearest defender to the ball has to step and press...
... which is Henderson. But the ball gets bounced back to McArthur, and the three attackers still haven't recovered goalside, so Henderson HAS to continue to press. Inexplicably, Robertson decides to get involved too, instead of pinching in a bit and covering Henderson with Fabinho. But a two-touch receive-and-pass later...
... and Palace are away, overloading our defence 5-to-4, but still with 60 yards to cover before a strike on goal. So it's a bad spot to be in, but not terrible just yet.
From the midfield/Keita perspective, though, both Keita and Henderson do most of the right things - Keita diving in spoils it, Henderson (and Fabinho) not pushing up compounds it, requiring Henderson to aggressively press because he's too far away in the first place. Mane, though, is the biggest problem here, as he overshoots the 1st Attacker needlessly, meaning Milner eventually has to deal with the ball 1v1 instead of getting support from Mane on that side. Error after error, reminiscent of Brendan's interpretation of "pressing".
It was just a bad play all round, but neither Keita nor Henderson did anything egregious - they were both justified in doing what they did based on the principles of defence. What messed it all up was Firmino's passiveness, Salah's delay, and Mane's over-exuberance. After that, ball-watching in the box instead of marking creates the perfect conditions for a goal conceded.