Have had some success with 5 minute [clear], two-part epoxy, -mixed with some material [horn/bone dust, powdered nut shells, etc.] to match color. When cured, carefully scrape/buff to a uniform finish. Fairly simple if the hole does'nt go all the way thru or if its a raw horn, still in process. Thru holes in original horns require a thicker blend of fill and alot more finesse.
~Longshot