If I give my Scar Vet the Horned One and put him in a unit of Cold One Cavalry, does that make that unit of Cold One Cavalry not subject to Stupidity anymore, and can that unit now move 8 and march/charge 16?
No no no no no. This is clearly defined in the psychology section under stupidity and then of course in the character section of the rulebook. A horned one in a unit of Cold ones is not stupid, but the unit still is. Therefore, if the unit fails a stupidity test, the Horned one suffers from stupidity as well. On the charging question, the horned one may charge out of the unit his full charge range, but may not allow the cold one's to charge extra distance. This really should be in the rules help.