Horizon comes from Greek horizon kyklos, the bounding circle, from horos, a boundary or limit. Same root in aphorism, originally a marking-off. The word is about edges, not gods.
Assessment: Fully documented in Greek lexicons.
Interesting claims
Horus is rising
Maxwell reads horizon as Horus-rising: the Egyptian falcon god of the sky, reborn each dawn at the boundary of earth and heaven. Poetically flawless: the sun god really does rise at the horizon.
Assessment: Cross-language homophony. Egyptian Horus (Heru) and Greek horos share no root, and the Greeks already had horizon before they needed Egyptian permission. The poetry is real; the parentage is not.
Stories
The place where the sun was born
Egyptian religion kept the horizon sacred: the akhet, the two mountains between which the sun rose, was where creation repeated itself daily. Temples and pyramids aligned to it. The horizon was not a line but a gate, and every dawn was a small Genesis.
Assessment: Documented as Egyptian theology, one of the best-attested sky beliefs of the ancient world. The folk tier here needs no exaggeration: the original story is already the beautiful one.
Sources and further reading
OED, horizon, from Greek horizon kyklos, the bounding circle
Worth asking
Two words from different continents rhyme in your ear. Is that a message, or is rhyme just what thousands of words inevitably do?