Okay, after some deep memory searching and a little 'google' refreshing here goes.
You are correct that the brass (chemical formula Cu3Zn2) has lost zinc to the steel shoe horn (containing Carbon). That explains the discoloration in both your brass and your shoe horn. Without knowing the exact type of steel in the shoe horn (different steels have different carbon compositions) it is impossible to determine exactly what happened and in exactly what amounts.
I agree that I would NOT load these cases as the removal of the zinc has definitely softened the cases. In basic terms, your process has made carbon tubing out of your brass cases.