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After wasting time trying to find it, and getting bad internet help, thought I would publish where I found my horn relay in the RX 350.
Standing in front of the car looking at the open bay, there is a big black plastic cover over the left third of the engine. You have to remove that cover. Then you will find a small black box labeled "relay" that has 3 relays in it. One (the smaller one) is the horn.
Toyota part number 90080-87026 for the relay.
It is NOT in the relay box attached to the fuse box (right side next to firewall)! Some online suggested that was the location, and I had to remove the brake fluid resevoir to find out they were full of it.
Well, traced all the wiring and the problem looked like it was in the steering wheel. Took it to the stealership, and they found "a ground that was disconnected" inside of the steering wheel.