Henry is beautiful! and he loves you unconditionally as I'm sure you love him as well. Do we send our skin kids back if they don't look like mom or dad? I think not. I do, however, agree that the feeling of being "taken" is not a good one. Small claims court would probably be your best solution if the breeder doesn't either produce the papers (which I would use to file a complaint with AKC to investigate) or refund you your purchase fee. If the breeder fails to show for court I believe judgement is automatically passed in your favor, and they will attach wages if they have to. Whether it is worth the trouble to you or not is solely up to you.
On price: white boxers s/b cheaper than littermates that meet breed standards, and they are required (by a reputable breeder) to be spayed/nuetered under a contract. In Northern Calif. prices are upwards of $600.00 (without ears cropped), though you can generally expect to pay a little less for a "pet" quality dog. My Tess was the last female in her litter to find my loving family, & I chose her over her absolutely gorgeous "show" quality flashy brother, not for price reasons (I was discounted to $450 from $650) but because of her sweet personality and I felt she was a better fit for my family. Tenaia was also $450 but again she is a "pet" quality girl and they botched her tail - it's really short like a rottie, but we think it gives her character.
On shedding: puuuullleeeesse. Mine lose hair everywhere! It's just that it is really short and fine so it is less noticeable than say a retriever - unless of course I'm wearing light colored clothing.
Did anyone mention the possibility Henry could be the result of a multilple father pregnancy? It is indeed a fact that a dog can give birth to puppies with different fathers in the same litter. (there are posts on this subject) Again, another reason to research the breeder.
Do what you feel best suits you for restitution. As for Henry, if you love him and he loves you, what else really matters?