Anything goes, and anything was used. In Madison Grant's book, the majority of horns are attached to the straps of bags with their own smaller leather straps. Some hang below the flap, some above. Some horns are actually attached to the corners of the front of the bag with leather straps. I did this with a few of my bags. Horn hangs just below bag, with the bag nestling into the curve of the horn.
Cardwoven straps are also proper, but my experience with them is that they tend to catch every sharp briar in the woods which tears the material, or at least plucks out fibers. They look very good on a horn as a stand alone strap, but then you end up with two straps over your chest.
It is all in your own preference, whatever you like, nothing is "wrong", even a piece of hemp twine would be correct. I would steer away from a rawhide shoelace like those cheap horns come with as in my opinion, it looks "Pilgrimish".
