I've seen strange things similar to that where when loading up another Argonian character, the horns would be wrong, but reloading the save fixed it. Have you tried reloading the save in question? If a simple reload in-game doesn't work, you might want to try what I like to call "hard-loading" the save by quitting the game entirely and reloading then. If that doesn't work, then maybe it could be a cache issue like those I've read about, and if the procedure for that still doesn't work, then you may have to continue from an older save, if possible.