Question about henchmen

When I traveled from lions arch to kaineng city I saw some lvl 20 henchmen in kaineng city. Is it possible to take them to lions arch and use them for the missions there? Or will their Lvl decrease?

No, henchmen are always 'refreshed' when entering an outpost. You can only use henchman available in the outpost you are in.

You can take henchmen and keep them as long as you don't cross any outpost on the way. There are several zones where you can do this trick (take henchmen in larger parties or of bigger levels). But, again, it only works if you don't have to enter an outpost on the way. Since you will be jumping to Lion's Arch, it obviously doesn't work there.

No, you can't bring henchmen from other zones, except by crossing between quest areas. Once you hit a town you default back to the henchmen available. You should be able to get 11 heroes fairly easily though just by doing the early parts of eotn and nightfall and owning the three campaigns. 5 of them will be lvl 20 starting out too which should make your gaming alot easier...

Within a short while you should have:

NF:
Koss (W)
Dunkoro (M)
Melonni (D)
Jin (R) or Sousuke (E)
Olias (N)
Zenmai (A)

Eotn:
Ogden (M)
Vekk (E)
Gwen (Me)
Jora (W)

Proph+Fac+NF:
MOX (D)