You checked all the wheels that Henning's makes? Or did you just look at the eBay sales?
I know all of the wheels that anyone makes for American Flyer prewar Chicago era trains, and Hennings does not make that style wheel. MEW may have made it at one time, but that was long before Hennings took over MEW.
One is lucky to find the old McCoy wheels and I know that the MTH reproduction wheels of this type, sold out long ago.