What kind of fuse is the brand new fuse? Did you clean the fuse contacts? I had an intermittent horn for about a year, cleaned the fuse (crappy type) a few times, didn't help. Finally ordered a kit of Flosser ceramic fuses and cleaned all fuse box contacts and replaced all the fuses. No more problems with the horn or of the other circuits.

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85 300D turbo pristine w 157k when purchased 161K now
83 300 D turbo 297K runs great. SOLD!
83 240D 4 spd manual- parted out then junked