Okay, here's the skinny on the horns:

I part my hair down the middle, then make a ponytail on either side of my head, high and foreward using velvet scrunchies.

I then wrap the hair around the base formed by each scrunchy and tuck in the ends. I then secure each horn with a comb and maybe a couple of hair pins. A hair net on top completes the hairstyle.

The linen veil is next, draped and pinned close around the horns. Finally I add the silk veil on top.

This technique works well even for those with shorter hair, as the scrunchies provide most of the bulk.

Yes, I know scrunchies aren't period. One of these days I'll get around to trying it with strips of cloth instead.