Start by actually working on the shading of the 3D horns. With such an unrealistic material none of your compositing tricks will matter. The rest is mostly a matter of shadows - contact shadows where the horns come out of the skin and of course the actual shadow they would cast on the lower sections of the face. It would probably also help if the horns had actual "roots", i.e. transition zones where they are attached to the bones under the skin.