We always dab a bit of Crovect over a broken horn and the area around it. As the flies have already visited, it's possible there are already eggs hatching. Covering the wound with anything would allow maggots to develop under it, and crawl inside the horn (yes, it happens) If the blood is dribbling a bit then wash around the horn so no blood on wool to attract flies. If blood is pouring, apply pressure until it stops, then you could apply a pirate bandage around his head until it stops. When the horn first breaks if there is a lot of bleeding we apply clean cobwebs or dental bleeding stopper, and pressure. If it's gouting, reach inside, find the torn artery and pinch for 5 or 10 mins. Mainly it heals itself pretty quickly. Wethers' horns tend to be quite weak and break off easily.