Hennessey suffered a thigh problem during the closing stages of Wales' Nations League win in Bulgaria, while McCarthy's hamstring injury picked up on international duty with the Republic of Ireland is set to sideline him for up to three weeks.
Full-back Nathaniel Clyne has rejoined the Eagles on a short-term deal but could lack match sharpness, while Gary Cahill, James Tomkins, Patrick Van Aanholt and Jeffrey Schlupp have all been back in full training. Defender Nathan Ferguson (knee) remains unavailable.
Full-back Lamptey is back training following a hamstring problem suffered at Everton on October 3, while striker Connolly picked up wrist and neck problems playing for the Republic of Ireland.
Midfielder Davy Propper (Achilles) will also be assessed but Alireza Jahanbakhsh (thigh) is once again expected to miss out, alongside long-term absentees Christian Walton (ankle), Jose Izquierdo (knee) and Florin Andone (knee).
Crystal Palace provisional squad: Guaita, Ward, Sakho, Mitchell, Kouyate, Townsend, McArthur, Milivojevic, Eze, Ayew, Zaha, Henderson, Dann, Kelly, Meyer, Riedewald, Benteke, Batshuayi, Cahill, Tomkins, Van Aanholt, Schlupp, Clyne.
Brighton provisional squad: Ryan, Steele, Lamptey, Dunk, Webster, White, Burn, Veltman, Bernardo, March, Bissouma, Propper, Molumby, Lallana, Alzate, Gross, Mac Allister, Trossard, Connolly, Maupay.