I believe he was named after Dr. Gonzo from Hunter S. Thompson’s writings. I think Henson “dropped” if you ask me.
'Once upon a time Ralph Steadman visited his friend Hunter S. Thompson at Owl Farm .... there he made the acquaintance of a certain cat named Jones....Jones was the master of all he surveyed. When he wanted something from a human, he invariably got it; the rest of the time he was serenely unavailable. And Jones was mercurial even by the standards of ...Thompson (with whom he shared mutual respect and nocturnal habits): "Both made demands and were locked into worlds reserved for selfish gods." ...No one who knew Jones - not Steadman, not Thompson, not even the late and great John Belushi - was any match for his wiles.'
I'm a fan of Steadman's lively art/illustrations and his informative volumes *The Grapes of Ralph* ... (not his politics.) ;-D