You have a couple of things going on here:
1) the "air horn" noise is probably a sticking Idle Air Control Valve. They cause a "hooting" noise when they are binding, as the valve resonates on the composite intake manifold and air hoses/box.
2) The idle jumping up when turning on the heater -- don't forget that most settings on your Explorer will activate the AC compressor. This is to dehumidify the interior when the heat is on. If this is the case, your idle may surge as the additional load from the compressor kicks on and/or off.
3) The heater likely only works on high due to a faulty blower motor resistor. Usually replacing that is a good repair.