Been there, done that ;-)
The user probably has "connect usb devices - automatically connect at startup" checked in the horizon client. This will disconnect all USB devices from you computer and redirect them to the VDI (this includes your keyboard, mouse,... and if you disconnect your keyboard from your local device...)
Better leave this unchecked and only connect the usb devices you want when you want them to be connected.
This did the trick!
Thank you for responding -- I was about at my wits end trying to google combinations of Horizon and USB without getting instructions for USB passthrough/redirection!