I'd think the horn relay would be on the firewall. I'd seperate the steering column dangling connector & with your VOM see if the horn wire in the column half of the connector has continuity to ground & it should not unless the horn button is pressed. Then on the horn relay pull off the connector that goes back to the steering column then under the dash see if the horn wire in the body harness half of the dangling connector which is the other end of the wire you pulled off of the relay has continuity to ground & it should not. If both do not then that only leaves the horn relay that it is permanently grounding that circuit which is somewhat rare usually it's from the horn relay from that terminal downstream on that one wire toward the horn button that is improperly grounded & usually touching/grounded under the horn button