My biggest head canon for my Durge and Gortash is that Gortash was the one that decorated her horns. Yurena wears chains and rings and stuff on her horns and I fully believe Gortash started that with the rings, he probably was given some silver rings but he likes gold so he just.. put them on Yurena's horns. Something like this;
Gortash: I have no need for these, and silver would look good on you. Would you like them?
Yurena: Your fingers are much larger than mine
Gortash: Ah, right. Hm. Here, I have an idea *puts a ring on each of her horns* see? They look lovely like that
Yurena:
Yurena: Do you have more
Picture of Yurena below to show off her horn jewelry