So Henry's story is going to be the most comical of the four main characters. It's rather embarrassing to admit, but I too had a bit of a "messiah complex" issue on and off while I was in the throws of psychosis. Apparently, this is quite common - I shared a hospital ward with a man who believed he was Krishna, a woman who said she spoke to God on the telephone (and who constantly hogged the patient line in order to do so), and several others who believed they were on holy missions of sorts. (I kept believing that I was the White Buffalo Calf Woman, who is a Lakota messiah.) These beliefs can arise out of the seemingly mystical experiences of mental illness, such as voices and visions, but what really fed mine, I found, were my delusions. In treatment, once I got over the hump of delusion regarding who I am as a human being, what was possible and impossible for me, and how the world around me worked, the auditory and visual influences were much easier to ignore, and in time they faded into the background.
I would like to point out, however, that I believe psychosis can be a very spiritual experience, and being a spiritual person, I also believe there were real outside energies affecting my aura and mind. Because of this, I have also sought the guidance and therapeutic touch of alternative healers, including a reiki-ist who was able to lift my cognitive impairment (which had made my memory and concentration shoddy). I think spirituality can be a very good thing, and I believe many people diagnosed with conditions like schizophrenia and bipolar disorder cling to faith because it gives them the feeling that something is protecting them - the happiest patients on my ward were the spiritual ones. My stance is that even if spirituality is entirely bogus, the beliefs themselves more often than not bring comfort to the believer, and in turn there can be a kind of a placebo effect that benefits the person's mental health. And of course, for those among us who aren't spiritual, there's always adopting a new philosophy, such as simple rules to live by that can improve mood and bring peace of mind in daily activity. One eastern belief I learned of states that thought is the subtlest vibration the human body radiates, and that if a person can improve the way they think and perceive the world around them, there is a ripple effect, and other areas of life begin to reap these benefits as well. Like attracts like, basically.
Anyway, I also wanted to state briefly that I'm not Jewish, and that I hope the Henry Chan comics do not offend anyone who is - so far, I've not been made aware if they have. I didn't know much about Judaism when starting this character's story (although I was trying to learn more about Kabbalah), and I still don't know much more about it than the average non-Jewish person. I used the angle that Henry, coming from an entirely different cultural background (his parents are Chinese Buddhists), only knew to go by a handful of Jewish stereotypes, and even those got all scrambled up in his mind. So when other religious figures and beliefs later creep into the storyline, they are a product of the character's mind, and are not following the rules of the comic's universe.