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And the loss of the English midfielder to injury will be another blow for Reds boss Jurgen Klopp, who is already without several players after the international break.
Southgate admitted that he was unsure how severe Henderson's injury was, but he added that the England international "felt he couldn't carry on."
The 50-year-old Three Lions manager explained after the match: "Jordan had a bit of tightness at half-time and felt he couldn't carry on.
"We'll have to assess him when we get back."
Joining Robertson on the sideline includes fellow defenders Virgil van Dijk, Joe Gomez and Trent Alexander-Arnold.
Egypt's team doctor, Mohamed Abou Elela, confirmed that the 28-year-old winger has been experiencing "mild" symptoms of COVID-19.
"He's a mild case -- he doesn't have severe symptoms," he told the Associated Press.
"He has to self-isolate in Egypt until his test returns negative and then, of course, he can travel back.
"The concerns from the Egyptian authorities are because Mo for Egypt is special. Everyone here wants to help and [...] to do whatever the whole country can do."
Klopp is likely to be without Thiago Alcantara and Alex Oxlade-Chamberlain, while Fabinho is expected to return for Liverpool after the international break.
Liverpool will continue their Premier League campaign on Sunday when they host Leicester City at Anfield.
Featured Image Credit: PA
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