Henry never transitioned.
The former Monaco midfielder Aleksandr Golovin has succeeded in explaining that his former coach Thiery Henry didn't stop being a player. Henry was appointed the coach of Monaco last year October and was replaced by the same coach that he replaced in January.

This is what Golovin said:
Maybe Henry didn’t kill the role of the player inside of him," the 22-year-old said.
"When things weren’t working out during practice he would get nervous and yell a lot. Maybe it was unnecessary.
"He was a very strong player and the only players near his level at Monaco are maybe [Radamel] Falcao and [Cesc] Fabregas.
"He would try to go out onto the field and show us how to practice and yell."
"Maybe a different manager would say 'let’s go, get it together', but he would get nervous right away and run onto the field and start playing and showing us things.
"He would scream 'try to get the ball away from me'. Players were mostly calm, but maybe they were in a bit of a shock.
"You could tell he didn’t fully transition into the role of manager.
"There were times when he would feel hurt and not talk to us and review tactics for hours."