Hm... in my pieces the hole was the right size for the M2 screws to self-tap into.
But if yours is like you said, then I apologize.
Onto the fix: You can modify the horn/adapter as you said, countersink the bottom, put a screw through it and secure with a nut on top.
Alternatively, you can drill a 1mm deep indentation, large enough in diameter to fit an M2 nut in there. Use CA glue to secure the nut. Then the screw can go in from the top, like in my car. It'll be easier to work with if you have the screw on top, since you can adjust the tierod horn/adapter with the tierod in the car.
Either way works, and while you're working on that let me ask PN regarding offering replacement tierod horns/adapters.
Hope this helps, and thanks for letting me know!