What I've had to do with glue-resistant plastics in the past is put in some joining posts and use epoxy.
Can be as simple as a wooden peg or two, with corresponding holes drilled into each piece.
If you're feeling ambitious, put a screw into the horn, and leave half an inch sticking out.
Cut the head of the screw off with a hacksaw, or a cut-off wheel (like a Dremel).
Drill a hole in the skull where you want to screw the horn in (make the hole just a little smaller diameter than the threads of the screw).
Slap on some strong epoxy around the screw sticking out of the horn - before it hardens, line up the screw with the hole in the skull and thread them together.