Sorry to hijack - glad the first problem got fixed.
A circuit using too much power will blow the fusible link from the battery to the starter solenoid ('90.) The horn is getting power from the main circuit that also handles engine electronics - which makes sense, it's a basic load necessary for safe operation of the vehicle.
As for the actual horn relay wiring, IIRC the wire leading back to the horn button just grounds the circuit, tripping the relay. If you have continuity, it should be working. (I might be wrong, just working off faded memories.) It's not a regular relay, it's a three prong - power, horn, and switch. One less power wire up the column, and puts a small load at the button.
When the relay powers the horn itself, like you found, that circuit from relay to horn handles the heavy load. I take it your're suggesting it may be in that circuit, which makes sense to me.
Time to drag out the wiring diagram.