The answer is on the FAQ.
Vampire Lord:
"¢ [Re: Vampire Lord] If you Summon "Vampire Lord" (except by its effect) and he is destroyed by your opponent's "Horn of Heaven" or "Solemn Judgment", "Vampire Lord" will be Special Summoned in your next Standby Phase. When it is Special Summoned by its own effect "Horn of Heaven" or "Solemn Judgment" cannot be activated, because it is being Summoned by its own Trigger Effect, not by a built-in "this is how you Summon this monster" effect.
Sacred Phoenix of Nephthys:
"¢ [Re: Sacred Phoenix of Nephthys] If "Sacred Phoenix of Nephthys" is Summoned (except by its effect), and the Summon is negated by "Horn of Heaven", it is Special Summoned during your next Standby Phase because it was destroyed by a card effect. When it is Special Summoned by its own effect, "Horn of Heaven" or "Solemn Judgment" cannot be activated, because it is being Summoned by its own Trigger Effect, not by a built-in "this is how you Summon this monster" effect.
The 'Naga would be no different than either of those 2.