Thank you all for the kind comments.
Dogcatcher:
The threads were made with a 3/4 inch tap and die. The male thread is maple and made a little long. The cascabel (round end of the threaded plug) is turned from walnut to match the horn end plug. I prepared a plug of walnut and drilled a 3/8 inch hole part way through its center (about 1 inch deep). I made the length of the 3/4 inch maple male thread and then turned one end down to a 3/8 inch diameter dowel (1 inch long) and glued that into the walnut plug. Then, holding onto the male thread in the lathe chuck, I turned the cascabel to final shape. The neck of the cascabel is 1/2 inch in diameter, so the 3/8 inch maple dowel end goes all the way up through the neck and into the ball end for strength. The advantage of this is that the male threads cut more cleanly in maple and by assembling the two parts, the threads go all the way to the underside of the cascabel. The horn end plug is simply threaded with the matching tap.
The tapered octagon shape of the nose end of the horn is hand filed, then scraped. I drilled the hole in the end of the horn through to the inner cavity and then turned and installed the brass end. The inside of the brass part is tapered with a fiddle peg reamer. The octagon part is first filed nearly square and then the corners are filed to match the panel widths all the way around. Then I use a scraper to remove the file marks and refine the shape. Not hard.....just a little tedious....