Almost looks like the cylinder has had some poor heat treating (too hot or something?) and the cylinder didn't take a normal blue. Doesn't look plated to me. Please confirm if the cylinder cone at the front of the cylinder appears to be ground "white".
Another thing I would probably do just for fun is to compare the weight of your cylinder with somebody else's blued steel .17 mag. cylinder. Any drastic weight difference and your cylinder would be made out of a different material.
Don't forget, even if it was something done special by the factory, they may not be able to verify it for you. Most of the time all the employees know is what is "standard" factory product.
But, no letter and there's no way to verify anyway.
By the way Flatgate, I do know a Henry at the factory!
Chet15