Im sure thats been tried before. Unsuccessfully would be my guess. You can stain one darker of course, but if you want a lighter scrimmable horn, in my experience it has to be a lighter (or tan) horn from the start.
That being said, you indicated your horn is gray & black. I have seen a couple of bison horns that were scrimmed and stained with a reddish pigment in the scrim, and they looked decent. So, you could dye your horn darker to even out the color, and try a dark red oil based artist paint to fill the scrim. Now, that's not going to work for a traditional eastern horn, if thats what you had in mind, but would probably be OK for something from the western fur trade era, or later.
My 2 Cents......