did you try running a hot wire to the horns to make sure that they are not defective? Also, maybe the second relay is causing a problem - the stock system has a relay, so if you unplug the stock horns and use that wire to hook into your horns, there is no need for a second relay.
My reason for asking if it was a new install or had been on a while - I had a problem with mine after they had been on a while - sounded weak, then started blowing fuses. Ran a hot wire to the compressor, and apparently it had corroded or stuck from too little use - the hot wire got it going again, and I just hooked it back up - no more problems. Now I toot my horn at least once a day
to make sure that doesn't happen! Good luck....
"If you're not living on the edge --- you're taking up too much space!!"