It's not a wharf or a pier, but a large region, so a ship can't anchor at it.

It's not a narrow peninsula or isthmus with water close by on both sides, so I don't think we would normally say people are on it.

It's a large land region with a coast, so a ship could sail or put down anchor off (of) the Horn of Africa.

And either people or countries could be in it, meaning in the region.

Not to rain on the consensus parade, but actual data is always useful to put things in the proper perspective.

The link below lists the full results of a COCA search for prepositions found preceding the phrase the Horn of Africa. There are 215 hits. At the top of the list with 113 occurrences is "in" - as expected (and what I would use). But there are other prepositions with lower hits, some of which are not relevant to the OP e.g. off, around, of. But the preposition "on" is relevant and does occur 15 times. Here are a few examples:

- NY Times 1992: Somalia was considered by the superpowers to have a strategic position on the Horn of Africa 
- Washington Post 1992: Djibouti, a sleepy former French colony on the Horn of Africa
- San Francisco Chronicle 1993: came home to California happy to be out of that hellhole on the Horn of Africa.
- NBC Dateline 1999: it was Somalia's location, here on the Horn of Africa, between Ethiopia and the Arabian Sea
- Associated Press 2003: Some 1,100 miles southwest of the Persian Gulf, in Djibouti on the Horn of Africa
- Chicago Sun Times 2012: Because of its strategic location on the Horn of Africa, Camp Lemonnier is a hub for spy flights

COCA: https://www.english-corpora.org/coca/?c=coca...

Okay, thanks for the research.

Perhaps it would be helpful to note, then, that in those examples the underlying thought may well be 'on the coast of the Horn of Africa.' Would you agree that Ethiopia, which is farther inland, would be less likely to be described as 'on'?

This reminds me of the discussion about 'in (a location that happens to be an island),' or 'in the islands,' vs. 'on (a particular island).'

With both islands and peninsulas, I think we only use 'on' in a more limited range of contexts compared to German. It's more likely, for instance, if we explicitly use the word 'island' or 'peninsula,' or if the context is specifically about, say, plants or animals that live on the coast or up on the land, higher than the sea. With a peninsula, 'on' might also be more likely if it's very narrow, so that the contrast to the water, the sense of being on a bridge-like structure, is more immediately visible.

But when we think of it as a cultural or administrative region, we're more likely to say 'in,' meaning inside the boundaries, among the people, etc. Or at least, that's my working hypothesis.

The heel of Italy seems to be called Salento, which is the peninsular southern part of Puglia aka Apulia. Anyone who prefers data to discussion could search out and compare examples for that particular case. I confess that to me a quantitative analysis isn't quite as interesting as trying to figure out a qualitative reason underlying differences in usage.

I can't speak to the boot of Italy, but can offer an example closer to home: Cape Cod, a hook-shaped peninsula that is part of the state of Massachusetts. Most people say on Cape Cod, but visitors often describe their vacation in Cape Cod (COCA ratio of on to in: 259 to 63). Reminds me of my faux pas in saying something was in instead of auf Sankt Pauli.

Pure speculation: maybe in is used when a place is primarily thought of as a region and on when the mental focus is more on the land formation. Or maybe these things just evolve over time without any strict adherence to logic.