So I went with the radiator fan bracket option on the lower right side.
I fabricated (ie: cut, drilled holes and hammered it to fit) a small piece of 3/4" flat aluminum stock. It's a very tight fit, I had to take a bunch of the right side fairing screws out to pull it away just enough to get my wrench in there to tighten everything down.
I installed the relay under the right side top cover panel, there's actually a couple of open pieces of molded plastic on the fairing that accept screws so I used a short (1/2") tapered screw with large threads to grab into one of those. There's also a good ground point right there.
Here is the inline fuse holder and relay with wiring harness I used (Sorry for the IMGUR links, I had trouble adding more attachments):

Here is the cool mounting point on the fairing I found:

Here is the relay installed and the ground point (also saw a crappy electrical tape job I did on the lead to the horn - gotta fix that):

Wiring for now is straight to the battery, not sure if I'm going to install any other accessories to warrant a power distribution block.
It is installed VERY close to the right most header. In the pic looks like it's touching but there's actually a couple of millimeters of space in there. But still, after four days of commuting you can see the horn is a little melted.
The sound is freaking amazing, Soooo loud. It's like a train horn. I've used a couple of times since posting this and it gets heard! Very pleased.
Ok, third and final edit (I hope). I decided to use exhaust wrap instead of the heat shield, that stuff would not have stayed on.
This time I took the time to take the whole side panel all the way off. A bit of a PITA but definitely worth it.
So now it's opened up...

I took the horn back out and yep, melted pretty bad! I filed down the melted bits that were sticking out.

The inside of the horn looks fine though

Added exhaust wrap to the little section near the horn, added safety wire top and bottom.

Horn reinstalled, this time with blue locktite

Wires all nice and neat

Here's a better pic of the ground point and yes, I fixed that crappy electrical tape




