I hope this works......
1) Beat the game on Standard mode to unlock Classic, Pure Survival, and Hardcore modes.
2) Beat the game on Classic mode to unlock the Devil Horns. It can now be accessed in Classic mode and Standard mode.
3) Disconnect from Xbox LIVE and clear your system cache.
4) Start or continue a Pure Survival or Hardcore mode game and get to a bench. The Devil Horns will be there! Equip them and save/quit.
5) Reconnect to Xbox LIVE and re-download the patch/title update. Continue your Pure Survival or Hardcore game and you will still have the Devil Horns.
If you have not yet played Pure Survival or hardcore mode, you will need to play until you get to the bench in Chapter 3 (aboard the Roanoke) to get the Devil Horns.
If you had already advanced past chapter 3 in your playthrough. then you can access any bench while offline with cache cleared. I had already completed both modes so I simply loaded up chapter 4 and the Devil Horns were in the bench.