Since the Horn relay is OK, check the wires to the horn.
Having just replced one of the horns on my 99, I can tell you that replacing the horns is a giant PITA.
If you have dual horns (hi & lo) the low note horn is inside the right front bumper on the frame rail. Also the factory horns only take one wire & use the chassis for the ground.
The high note one is on the left (drivers) side in the same place. You have to get under the car and remove the mud guard to get to the horns.
Expect to pay about $30 for each from a Ford dealer. Be sure to mount them with the horn openings facing to the rear of the car. That keeps water & gunk from getting up the horn throat.
Eric
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