I've used henna a lot (when I was younger and didn't have gray hair). It's great, especially if you have naturally medium to dark brown hair - the colors add great highlights. I've never been a fan of magenta, purple hair, but more of the reds. Some of the reds and coppers were awesome.
Henna was a huge mess and takes a while. Of course, last I used it was like 25 years ago, but I used to buy it in sacks, add water to form a paste, spread it all over my head and cover my head in plastic. Henna then deposits color on your head.
Some of the demi-permanent or semi-permanent ones also deposit color. I don't know if these products have PPD, but i know they are low/trace/maybe even no ammonia. I could never dye my hair with regular hair dye because the ammonia smell made me sick.
So I've used lots of demi-permanent colors - my favorite has been Goldwell Colorance, and it's worked well on my 50% gray hair. There are other brands like Wella, Awesome, Schwarzkopf - you just have to look at the product, and truth is, try it out or ask a professional. You can order professional products from Germany and there is also perfecthair.ch which may have what you want. I've never had an allergic reaction to hair color, and I've colored my hair a lot. But it you have an allergic reaction, it can be deadly.
Earlier this year I lost all my hair (from chemo) and it's come back, at least 50% gray. When I was losing my hair, I swore that I'd dye it as soon as I had enough to dye. My oncologist said I could, there could be a small risk that would be hard to quantify (I think some people think you can get lymphoma from darker hair dye colors, which have more ammonium type products), but he felt that if I really wanted to dye my hair, it was fine.
Interestingly enough, as it grew back I decided that I rather like the gray after all, and I'm not dying it. It has a nice variation of color. I have started to use purple shampoo from Rausch - It's made with salvia - for gray hair.
So while I don't suggest having chemo to find out whether or not you like your gray hair, maybe getting a really short haircut and letting it grow in might be easier than dealing with the half-dye half gray mess. But when you just have a few gray hairs, especially in dark hair, it can look dumpy - maybe highlights?