Horns might even be better left as separate subtools unless you wanted a perfectly blended transition. Depending on how clean the extrude is and how long the horns are, slice curve is another option.
Does it appear in the outliner? If so try giving it a new material. As for the flipped faces looks like you extruded without taking the face's normal direction in consideration, that's probably why they appear flipped.
Your mouse button isn't sticking is it? The gif you posted seem to have the bevel follow where your mouse pointer is positioned. Does it happen in any other tool? Try extruding.
@iadagraca Thanks for the resource link man. AWesome stuff. @Zukan This is kinda how I made the scarf. I blocked it in ZB, retop it, then extrude those out in Maya. Then back to ZB to detail it.
It's present in the Show Manipulator Tool whenever you preform an Extrude. If off to the side of the tool you get Thickness, Offset & Divisions then you're able to LMB drag those options. Should be on by default
What is the 'plane method'? personally id start off with a single face in a strategic position and extrude it out to form edge loops. Try this tutorial its been around for years but the info is good.
Holy crap it even works with floating, separate geometry. The cylinder is separate and intersects with the extruded box, yet it still gives a nice chamfered edge where they intersect! This is going to change my life!