Peter
I too have a Hennessey Hammock - bought new from a guy in the States on ebay at a bargain as it was a promotional gift that he didn't want. I've spent a few nights this winter in the back garden in it and it's kept me warm and dry. I agree the fly doesn't look as though it will keep the hammock dry, but it has worked every time I've used it in the rain. I don't know of anywhere in this country that you can get the overzize Hennessy Hex Fly but you can buy them from Hennessy at http://www.hennessyhammock.com/new-products.htm
I use a foam pad to lie on in the hammock when it's cold as this insulates your back from the cold air onder your compressed sleeping bag. When it's been really cold I've put a foil rescue blanket under the pad with the foil facing into the hammock as this reflects heat and warms up the air trapped in the foam pad. I believe a lot of americans use a car windshield refector cut down to size in the same way.
I'm looking forward to spending a few nights wild camping in the spring/summer/autumn in mine.