I agree with everyone that the real Adam wasn't too hard to figure out, though I don't think I really put 2 and 2 together until they were looking for Clark in Bedlam. "Oh, it's the therapist."
Ok, Henry knew he was going to find that gun in the water --- why didn't he at least bring a fishing pole or something? Come on, really. Especially since he JUST got The Talk on not skinny dipping anymore, lol.
Also, in real life, you can get a different therapist. I'd expect you can do this even if you're going to "mandated" therapy, because it's so important for you and your therapist to trust each other, and click, so to speak. Hopefully they'll bring this up and Henry will be like, "I have to stay with him, otherwise he might kill again," or some such, and not just ignore it.