yes this exactly happend to me everytime I made any mistake... I need to restart DotA :) but it helps me doing things correctly to save time ;)

if you want to make them be together, in object mode select first hat, then horns, then click object > join objects
dont forget to save before doing this so if you dont like it you could recover

Here is my another workshop for Juggernaut - katana. I hope I made it better than the pads :)
Bloodthirsting katana

I thought about tablet, but it is too expensive for me ( maybe if I earn some money for workshop :D ) but I took quick tutorials on drawing with mouse in Gimp and I made pretty nice painting ( now I am at school but when I get home I will upload it and show you :) )

thanks for answer :) I was just making this to try if I was able to actually get it to game :) and I know my texturing skills are not so good and I draw it with my mouse :D
anyway, Im going to work on it a bit

So here is my first attempt on modding Dota 2, arm pads for Juggernaut.
link

okay I already did it and I know where is the problem. At workshop requirements there were nothing about bones ( only on weapon model ) but then I assigned it to bones and said the same. But then I restarted Dota and tried it once more and it worked !! So there is a bug, when you export fails and then you export correctly without closing Dota ( or maybe only closing Workshop) it will give you the same error.

After I export my model of arm pads for juggernout to dota 2, it said my model doesnt have any valid bones ( I have dota in Czech language so sry if it is not correct ), after that I edited the mesh so I attached the model to correct bones but I got the same message