Liverpool famously overcame a 3-0 first leg deficit to beat Barcelona 4-0 in the second leg of their Champions League semi-final on route to winning the competition for a sixth time in 2019.
A chastening 3-1 defeat in the first leg of their quarter-final in Spain on Tuesday has given the Premier League side a mountain to climb if they are to reach the last four.
Firmino, who has six goals and five league assists this season, missed Liverpool's last three games due to a knee injury while Henderson has not played since late February after undergoing surgery on a groin injury.
"Bobby (Firmino) is back. All the others not and I have no idea about the Euros," Klopp told reporters ahead of Saturday's trip to London.
Moenchengladbach, who have lost all seven games since it was confirmed Marco Rose will leave to coach Dortmund next season, can end their dire run at bottom side Schalke on Saturday.
"But people don't change overnight. People sometimes face challenges they are not immediately ready for and sometimes you don't even know a challenge will come up.
The British government this week postponed plans to allow a limited number of fans back into stadiums from October after a second wave of COVID-19 infections.
Klopp said of Ferguson: "I know it's not 100 percent appropriate as a Liverpool manager but I admire him. I remember he was the first British manager I met.