@John's Trains awesome to hear that your Pennsy works well at low speeds and that your enjoying it!
regarding the horn- when you activate the horn on your transformer whether by turning the handle or pressing a button, a small amount of DC + is superimposed onto the track and it’s that positive DC voltage that activates the horn(if a loco has a bell and you have a bell button negative DC voltage activates that). It’s like that for postwar locos and modern conventional electronic horns, such as Williams true blast. See the thread below for sone good info
https://ogrforum.com/...-operate-on-dc-power
Regarding the increase in speed, iirc, when I would apply the DC to my postwar 2056(horn in the tender) it would speed up. Again, iirc, my Powered units w/ horn: RMT buddies, K-line by Lionel box Cab, Williams Amtrak GP7 w/ true blast, etc... also speed up somewhat when the DC voltage is applied to sound the horn.