I know the most common interpretation of Mary with the horns is demonMary! But my native language is Spanish and we say "poner los cuernos" (to put the horns on someone) as slang for to cheat on somebody, so my first thought when I saw it was that John is

Hey Nonny! That’s super interesting, as I don’t speak Spanish! But I’m confused, wouldn’t that mean that Mary is going to cheat on John, since she is the one with the horns on? Apologies, I’m a bit confused who the cheaters is (is it the one with the horns, or the one without the horns?).

Either way, I totally think Mary’s been unfaithful with John since the beginning anyway, because she’s totally not really into John, or really loves him. I think she just loves the idea of having “won him” from Sherlock, and being able to have control over him.