Scotland dethrone defending champions Wales to set up World Cup of Darts final against Austria
Their reign is now over as champions after Henderson stepped up to fire them through to the final and next up will now be Austria's Rowby-John Rodriguez and Mensur Suljovic who will aim to add a first title to their resume.
It was Henderson who began proceedings facing off against Gerwyn Price and pulled off a brilliant win over 'The Iceman' 4-2 for their first point.
This was despite Price missing double 12 for a nine-dart finish during the tie like he did last weekend at the Hungarian Darts Trophy.
It was a dream start for 'The Highlander' as he broke throw with an 11-darter and consolidated for a 2-0 lead. Price got off the mark to halve the deficit with double 18 but Henderson went one away from victory at 3-1.
This before the nine-dart attempt from Price who still claimed the hold but it was a 44 checkout for Henderson who claimed it 4-2.
The onus was now on Clayton to save Wales' title hopes and he did so with an impressive display.
He reeled off three consecutive legs from 2-1 down to defeat Peter Wright and force a pairs decider where it would be all to play for.
It was Scotland who got off to the better start as Wright pounced on a missed dart at double 20 from Clayton to break and this was then consolidated by Henderson who hit a 180 and double six to hammer home their advantage.
But Wales battled and got back on level terms with a break of throw as Price hit double four to make it 2-2.
Henderson hit a 180 but only for Clayton to hit double 16 to move Wales suddenly one away at 3-2 but it was the former who kept his composure to send it the distance at 3-3.
It was 'The Highlander' who stepped up again after he was left 46 by Wright and under pressure, he pinned double 18 first time and looked to the heavens.