Checked all fuses and all are good. What else could be wrong? Do I need to replace the horns on the front before I get to the part in the steering wheel?

 

Check the ground. Just trace the wiring from the horn to the chassis. That's one area to check.

Other place to check is the contacts at the horn switch. May have to remove the steering wheel face or column.

If a relay is involved, switch it out with a known good relay of the same type to rule it out.