If you have a Mk1 then your horn fuse is the same as your brake light fuse. If your brake lights work then it's probably not the fuse. But just in case you want to check anyway its a ten amp red one in the fuse box on the right hand wall of the drivers footwell. You need to get your head under there to see it. Torch in mouth type thing.
You say that you have tested the horns. I assume you have live tested them on a battery?
Have you checked the earth. They are notorious for getting dirty and not earthing the system properly. Find them and give them a clean up. There isn't much else in the system to be honest. You could find the relay and check continuity between the steering wheel and the relay then onwards to the connectors at the horn. If you have access to another relay you could swap it over to discount that.
There you go. Hope that helps some. I'd start with the earth connections though.