The peel and stick or water apply type ones last a couple week, they don't hurt because you're basically applying a sticker to your skin. It's a decal. We put them on kids. Totally safe.
Henna or "black henna" is basically just paint applied to the skin. It's not FDA approved and coloured hennas have adulterants added that can cause pretty serious allergic reactions.
Those longer term ones that market themselves as lasting multiple months or longer are done with "shallow needles" or by cutting into the skin often use toxic dyes and can absolutely be permanent. Lots of people find that the tattoos don't go away, and just become an extra shitty looking permanent tattoo. "Ephemeral" tattoos and the like are a total grift.