The headlight switches do have a built circuit breaker,but it has nothing to do with turn signal function,at least not the issues you are having. So all lights work when turned on,including tailights? How about the brake lights?
Horns are sort of simple they have one wire going into them it is hot. They ground on the engine compartment so if you put power to one,it should honk so long as it has a good clean ground.
I follow the signals don't flash. Do they light and stay lit if you leave the signal on?
Flashers work,ok that tells you your lights are in order.Leading me towards the turnsignal switch(common) or it could be wiring/connections.
Wiring diagram if you get the right one it's relatively easy to follow for a wiring diagram.It shows you generally where the wires goes,gives you color codes,etc. So it helps you trace ,etc. test light no,this is an automotive one.It has one wire that hooks to ground,with a point and a light bulb in the handle when it touchs a live wire the bulb lights, you can get these at any autoparts store for $5-20. Very handy,reading your posts you need one. I probably own a half a dozen of them.
No horn button? Please explain. What steering wheel do you have? (picture?) What are you looking to buy? This I ask,it's none of my business but in my opinion a good chunk(not all) of the aftermarket wheels leave alot to be desired and alot of them have Horn button issues. In my garage aftermarket wheels fly into the garbage pail as fast as I can get them off.LOL .For the record I have been called a purist by some,what can I say I think Ford did an ok job setting these cars up,for the most part.