RT, I am by no means an expert and I have done very few Horns that had to be shaped but I use boiling water to do my shaping.
When the water comes to a boil I immerse the horn in the water usually for about 20 to 30 minutes, low end for thin horns high end for thicker. This allows the horn to become soft and shapeable.
I have just recently learned that a lot of hornmakers use heat guns or even hot oil to do the same thing but they tell me that either of those is a lot less forgiving if you leave them in the oil to long or apply to much heat with a gun.
Ron