Bad horn or relay???
I just replaced my low frequency horn last weekend, autozone ones were not plug and play, contrary to what I've read here. On my 2000 at least, they were all GM connectors, both to the main harness and at both horns.
So if you want the easiest path you should order factory horns. It's one bolt and a GM connector - you get to them by the passenger side access panel from the bottom.



