Since I have the horns under control, although I have no idea how to attach them to the helmet, or even how I'm going to make a helmet, I decided to get the armor bits out of the way.
I ordered some 1/8 inch gray sintra to use for the armor. 2'x4' sheets were found on Amazon for $4.00 each with free shipping thanks to Amazon Prime.
I made a cardboard template for the shape I wanted and then traced it onto the plastic. I then used a small jig saw to cut out the pieces.
After I had the shapes cut out, I heated each piece of plastic with a heat gun until they became malleable. Then I used an empty spray paint can I had laying around to shape the plastic. Done. Instant forearm armor.
I still need to do more work on them. In the comic they have large rubies in the back of them. I have to dig something up and get the epoxy out. I also have to attach them to the costume once I have that sewn up. But at least I got the ball rolling.