While the English romanization of her name was "Holo", the series creator has stated that it can be either. A Russian fan contacted Isuna Hasekura asking him what the proper spelling was, whether it was "Horo" or "Holo", and received the answer that both are acceptable. Confirmation can be found here in the form of a screenshot, and here in Russian, which translates quite well into English via Google Translate. ( source )
As such, I've chosen to use Horo as her name, as (to me) it sounds less grating.
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