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So I love the inquistion and the background and fluff it involves. I was thinking about converting an army to represent a radical xenos inquistor. But I can't determine how far one would go. Do you think that the henchmen themselves would be xenos? Maybe a mix and match of various xenos wielding imperial armament that the inquisitor "acquired". I was thinking of using eldar/dark eldar/kroot/firewarriors/beastmen as henchmen, maybe throw in some Ogryn. what do you think?

It is possible, just look at mother of Kal Jerico - Jena Orechiel.

She had Kroot Warrior was member of her warband. So I can imagine that certain Inquisitor would take even the likes of Dark Eldar if they see any benefit in them.
The only question is how far would they go before someone condemn them as heretics and kills them.

Depends upon which faction they belong to. If you check the Inquisitor RPG Rulebook, which GW have released for free in .pdf format, you will find the various factions and their descriptions, giving you a better idea of what they believe & how far they'd go, essentially, and in what manner to complete their aims.

The bottom line, though, is that a Radical Inquisitor will go to whatever lengths he/she believes are necessary to defeat Chaos/Xenos/Heretics.