JOHANNESBURG, 27 Feb 2015 (AFP) - Camera-shy Coetsee fired a second-round 65 on the easier west course to go with his opening 66 on the longer east track for a 131 two-round total in the two-course tournament.
But Henning, who fired a course record-equalling 62 Thursday over the west course, plummeted to a bogey-riddled 78 and is likely to miss the cut.
South Africans Garth Mulroy (68) and Tjaart van der Walt (69) share second place with Englishman Simon Dyson (67) in the European Tour-Sunshine Tour co-sanctioned championship.
Swede Niclas Fasth (67) and Englishman Anthony Wall (66) are a stroke further back on 133 ahead of the final two rounds over the challenging 6345 metres-6940 yards east course.
Another two Swedes, Kristoffer Broberg (67) and Alex Noren (63), Welshman Stuart Manley (67) and South African Thomas Aiken (67) are on 134, three strokes adrift of Coetsee.
The halfway pacesetter picked up an eagle, five birdies and a bogey as he enjoyed the anonymity of missing the televised coverage.
"There were no cameras on me out there so it was quite easy," said 42-year-old Coetsee, who ended a 17-year title drought by winning a Sunshine event in Zambia last season.
"Apart from a stupid bogey on the seventh, I enjoyed the round.
"There were some difficult pins out there so I aimed for the middle of the greens. I did not attack too much and kept calm.
"This is a marathon -- not a race. You cannot run too fast. Leading means a lot to me, but tomorrow (Saturday) we start from level par again."
Six-time European Tour winner Dyson was helped by five birdies over his first 10 holes and Mulroy had five birdies during his round.
Van der Walt topped the scoreboard for much of the second round, but a bogey-bogey finish after finding bunkers cost him the lead.
Defending champion George Coetzee of South Africa fired a second-round 69 and is among 10 golfers four strokes behind Coetsee.
Leading Joburg Open second-round scores Friday at the Royal Johannesburg and Kensington Golf Club west and east courses (RSA unless noted):
131 - Wallie Coetsee 66-65
132 - Simon Dyson (ENG) 65-67, Garth Mulroy 64-68, Tjaart van der Walt 63-69
133 - Niclas Fasth (SWE) 66-67, Anthony Wall (ENG) 67-66
134 - Thomas Aiken 67-67, Kristoffer Broberg (SWE) 67-67, Stuart Manley (WAL) 67-67, Alex Noren (SWE) 71-63
135 - Matthew Baldwin (ENG) 70-65, Richard Bland (ENG) 68-67, George Coetzee 66-69, Ben Evans (ENG) 67-68, Joachim Hansen (DEN) 65-70, David Howell (ENG) 66-69, Sam Hutsby (ENG) 66-69, Anthony Michael 68-67, Kevin Phelan (IRL) 67-68, Thomas Pieters (BEL) 63-72