You're joking, right??? His first fight at WW was Thatch, who looked like a killer at the time. Did you even see the fight?? Did you see the size disparity between the two fighters??? BIG....are the brass balls of Henderson to even take that fight, which OOZES confidence.
On the Bellator move, it has nothing to do with confidence, it has all to do with money. They offered him more than the UFC would, it's a business move. You know, to make money, pay bills, etc. It's how this grown up shit works.