BEP switch isn’t going to help your horn issue, although it’s a good idea regardless.
You’ve got some homework to do. The reason your electronics are shutting off is due to voltage drop. The compressor for your air horn draws a relatively high amount of amperage. This, combined with supply wiring that is likely too small, creates a momentary voltage drop. If your electronics are on the same circuit, or share a ground screw, this drop in voltage will cause the electronics to shut off.
The only way you’re going to solve this is by tracing out the wiring for both the electronics and the horn, and figuring out how to separate the circuits so that they don’t affect one another. If this is a new issue, you’ll also want to check for corrosion somewhere in the circuit- common areas are fuse holders, ground screws, plugs and butt splices. Also, if your batteries are weak and you’re starting out with low power, this will only exacerbate the issue.
Regarding battery hook ups: it depends on your system, but you likely have a 1-2-both-off switch. There will be one red battery cable running from each battery positive terminal to the switch, then a positive lead from the switch to the engine, and a positive lead from the switch to your house power. The batteries should have a negative cable between the negative posts of both batteries, a negative cable from the engine to one of the negative battery terminals, and a negative cable from the house negative bus to one of the negative terminals. You also likely have a fused brown wire hooked directly to one of the positive battery terminals for the auto bilge pump. That’s basic factory rigging; other than that, it’s impossible to know what modifications have been made by previous owners. Good luck, if you have pictures of your battery compartment or electrical wiring it might help narrow some things down.