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Scientific data analysis pipelines face scalability bottlenecks when processing massive datasets that consist of millions of small files. Such datasets commonly arise in domains as diverse as detecting supernovae and post-processing computational fluid dynamics simulations. Furthermore, applications often use inference frameworks such as TensorFlow and PyTorch whose naive I/O methods exacerbate I/O bottlenecks. One solution is to use scientific file formats, such as HDF5 and FITS, to organize small arrays in one big file. However, storing everything in one file does not fully leverage the heterogeneous data storage capabilities of modern clusters. This paper presents Henosis, a system that intercepts data accesses inside the HDF5 library and transparently redirects I/O to the in-memory Redis object store or the disk-based TileDB array store. During this process, Henosis consolidates small arrays into bigger chunks and intelligently places them in data stores. A critical research aspect of Henosis is that it formulates object consolidation and data placement as a single optimization problem. Henosis carefully constructs a graph to capture the I/O activity of a workload and produces an initial solution to the optimization problem using graph partitioning. Henosis then refines the solution using a hill-climbing algorithm which migrates arrays between data stores to minimize I/O cost. The evaluation on two real scientific data analysis pipelines shows that consolidation with Henosis makes I/O 300× faster than directly reading small arrays from TileDB and 3.5× faster than workload-oblivious consolidation methods. Moreover, jointly optimizing consolidation and placement in Henosis makes I/O 1.7× faster than strategies that perform consolidation and placement independently.