I very much doubt Henry was a twin. Emma would have known and we would have seen some indication of it so far. But in the fanfiction 'Crimson' there was theory that the 'shadow' is a boy who would have been but isn't. Take Henry for example, if someone else was born in his place due to magic or something else. Henry would be a 'lost boy' so to speak. The boy who could have been. If the shadow was, let's say, a twin of Henry who died very early on in the pregnancy. If he wanted a body or to be the boy who wasn't lost it could account for why he wanted Henry specifically. Don't mind this if it doesn't make any sense, it's a little rambley.
what about a doppelganger? they've reached into legends and mythologybefore so it wouldn't be too far fetched. (ie. Don Juan , Midas & Robin Hood etc..) And the title of 301 could take on a sinister meaning (Heart of the Truest Believer ) as in perhaps Henry 's heart is required by Peter Pan / Shadow to maybe become reattached. That could also explain Rumple's connection to NL.