Pip,
Just to complicate things, I have found there are two Loyalist Sgt. Henry Underwoods - yours was a Sgt in the North Carolina Volunteers, the second was a Sgt. in the King's Orange Rangers. At the end of the war, the NCV Sgt was a released POW in New York, the KOR Sgt was doing garrison duty at Chester and Lunenburg, Nova Scotia. I am not 100% sure, but I think it is possible both men received grants of land in what is now New Brunswick - one in Sunbury County, the other in Queens County. Could you email me when you get a chance, and maybe we can sort these out.