Percy certainly did confine his attentions to Lord Mounteagle , his friend. But Goldsmith has his fulll name as Thomas Piercy, not Henry.....

Thomas Piercy conceived a design of saving the life of Lord Mounteagle, his intimate friend and companion. About ten days before the sittings , this nobleman, upon his return home, received a letter from a person unknown, the messenger making off as soon as he had delivered it: the letter was to this effect : Stay away from this parliament, for God and man have concurred to punish the wickedness of the times. Think not slightly of this warning; though the danger does not appear , yet they shall receive a terrible blow, without knowing from whence it comes. The danger will be past as soon as you have burnt this letter , and this council may do you good, but cannot do you harm. The contents of this mysterious letter surprised and puzzled the nobleman to whom it was addressed: he communicated it instantly to the secretary of state, and the secretary showed it to the council: none of them were capable of comprehending the meaning of it, and they resolved to communicate it to the king. In this universal agitation between doubt and apprehension, the king was the first who penetrated the meaning of its fatal contents; he concluded that some sudden danger was being prepared by means of gunpowder.....