What you could try is drill a little hole where you want the horn to be placed, then glue inside a little bit of iron wire.
Two advantages:
You can have a first glance at the suitable length
You have a strong structure to grow your horn on with your GS. You can first put a small amount of GS, let it dry, then put a thin layer you can model exactly you want, without destroying the whole horn.
Concerning the way it should look like it comes out of the skin, you should have a look at Dirz mini or any one which has, wel, horns sticking out of the skin. Basically you have two ways to do it, making a little doughnut around the base, whiwh is the way real horns are, or tear some flesh on the base of it, like the horn grew and pulled the skin as it grew.