Good one, connerm.
I went through some diagnostics and found a bad horn.
I first disconnected the horns and operated the system to see if it'll blow the fuse. That checked out okay. Dumped out a lot of sand from each horn. Got 12v at each pair of terminals. That was okay. Measured the resistance of each horn.... 0.2 and 0.8 ohms. Plugged in the 0.8 ohm horn -- it worked fine. Plugged in the 0.2 ohm horn -- no sound and a puff of smoke from the fuse (but didn't blow). Bingo! - found the problem.