The Egyptian god Horus is one of the most important deities in Ancient Egyptian religion. His mother is the goddess Isis, who tricked Ra's true name from him. Often depicted with the head of a falcon, Horus is associated with the sky, with warfare and is seen as a protector.
Born William Jones in Yorkshire, he migrated to Canada, hence the nickname. He eventually died a pauper.
This phrase reminds me of 'the Gates of Horn and the Gates of Ivory.' In Greek mythology these are 'gates' where true dreams pass (the gates of horn) and false dreams pass (the gates of ivory.) The gates feature in Gaiman's first Sandman graphic novel, Preludes and Nocturnes.