Welbeck and Henderson moving to Chelsea would underline a change in the club’s approach this summer.
The pursuit of the pair follows an unsuccessful attempt to sign 33-year-old Switzerland captain Granit Xhaka from Sunderland, who declined to sell.
Rogers, 23, does align with Chelsea’s youth-focused policy, but he also arrives with notable Premier League experience.
The Blues are also expected to wrap up a £52m deal for Crystal Palace defender Lacroix, 26, adding more top-flight-ready quality.
Even so, bringing in Welbeck would leave Chelsea with a crowded forward line despite having no European fixtures.
At this stage of his career, Welbeck may be comfortable backing up Joao Pedro, but the move could be a setback for other attackers.
Jackson is open to departing, while Delap and Emegha had hoped to earn their places under Alonso.
Still, the manager appears to be getting what he asked for: experience and strong characters to help remedy the issues that led to last season’s 10th-place Premier League finish.