Hi!
Do you what species? WC or CB (which is very rare)? Most horned lizards require ants as the staple in their diet. Their bodies have evolved to make a "neutralizer" for the formic acid. If they do not get the formic acid in their diet - then the neutralizer slowly poisons (painfuly) them. Not nice. They do have quite specific care requirements - and there is not alot of good information about keeping them in captivity. From my experience and research - I don't think they make hardy pets.
There is some evidence that the ant species in Canada are not compatible with the HL's biology.
Most HL's are wild caught - many of the illegally. Parasite loads can be heavy while they are deprived of a natural diet. A fecal would be a good idea. It also should have been starting to hibernate by now.
There is a Horned Lizard Forum on ************** - Lester Milroy is extremely knowledgable and should be able to give you a hand. The archives are full of good information.
Best of Luck!!!
Jaylyn