Sadly it's not easy for everyone to see as we're all different but I thought the thing looked dodgy the moment I saw the start of the advert. I looked up 'gohenry is disgusting' and this thread was the first link. That's absolutely awful that they set the default as no spending limit and no notifications and don't warn you. The default should be both those things on unless you choose to turn them off, or it should be a question during sign-up. I'm so sorry you lost so much money.
Frankly, I don't believe the card should be allowed to exist. There's a reason that, for years, only over-18s could have debit or credit cards. Even then, the advertising used to be sketchy as it claimed you couldn't spend what you didn't have (debit cards) but more than once, I checked my balance, spent something, and went overdrawn as what was displayed was not the available balance because of the way the system worked.
I knew someone once who was under 18 and got a credit card - this was many years ago - and when they wanted him to pay money back, they couldn't enforce it because he was under 18 and they shouldn't have given him the card in the first place. But now kids can just randomly get something that calls itself a debit card but is really a credit card linked to the parent's account (thereby "borrowing" money from the parents, 4 grand in this case)?!
This sounds like a worse version of an actual prepaid debit card. The standard normal prepaid cards only allow you to spend what has literally been topped up on the card. So if you top up £10, you can only spend £10 - if that runs out, you can't spend a penny more as the money is connected to the card, not someone else's bank account. With a normal prepaid card, the only way someone can spent thousands on gaming sites is if someone actively tops up the card with thousands of pounds.