ofc I couldn't resist the temptation to go the the Spy x Family WMG page and found some interesting 'horns' theories

1. Anya's horn-like hair clips cover real horns or similar characteristics
-- Anya is never seen without her hair clips because she is physically different from normal humans. A hint is her chimera doll: it has horns, too. This fact makes her similar to a oni (Lum) or to a diclonius (Elfenlied), or she has antennae (Saiki K.). Her worse fear is to be treated as a freak and she hides them.
-- Seconded. In Vol 1, she has a flashback to before she escaped. Instead of hair clips, she has bandages the same shape as her clips. You don't put bandages on decorations.
-- Nightmare Fuel. The experimenters Drilled Holes In Anya's Skull to reach her brain. The bandages covered the wounds, that eventually healed over.
-- Jossed on the bandages front- the anime shows the "bandages" are actually just Odango Hair (Kaede's commentary: kinda sad it turned out like this in the anime but I hope it'll be different in the manga because of this Vol. 1 fact)

2. Anya has a split personality if one of her horn hair clips is forcefully removed, physical pain or is called a monster
--There is a hint the reason Anya never removes her hair clips is that she may have a split personality that will trigger if one or both of her horn hair clips are removed. The other Anya might be smarter, but dangerous since her telepathy powers are stronger than Anya's. Anya’s other personality might be the reason Anya escaped the lab easily she either comatose or murder the scientists who tortured Anya.
-- The other Anya might come out when Billy forcefully removes Anya’s hair clips because he finds them stupid and distracting during the Red Circus arc.
-- Anya will experience a painful memory from her time in the lab or when she was placed in the foster home when Billy Squire physically hurt Anya for not keeping quiet or disobeying him. As another way for other Anya to come out and hurt him back with her telepathy powers

Kaede's commentary: I kinda wanted SxF to end up like Elfen Lied even though I knew it would never happen so the second theory gave me some hope :akko_thonk:
actually, some theories on the original page suggest we'll see the organization that experimented on Anya? I wanna see it! (but I'll probably read it, I doubt the anime will make it to this point)

cc @Evv1L @yesfreenet ?