Is it considered a lie to say "I've been waiting for you for an age" (literally, "I have a horn and I am waiting for you") to exaggerate the length of the wait, or to say "it's in my pocket" jokingly when asked about something lost?

Lying is forbidden, whether in jest or otherwise. The phrase "I've had a horn while waiting for you" should be avoided. However, it may be permissible to use it metaphorically to signify a long time, similar to how Arabs use the word "alf" (thousand) for magnification, not for the literal number.