Some weird nickname for the Improbability Drive. Might've been funny in previous seasons, but the reruns, DVD-sales, and excessive merchandise kinda killed that.

Oldies tend to fear and respect him because of his ability to do things to you that only… Horatio could to do you.

Methinks it a scary bedtime story designed to keep us n00bs from.. something.^{1)2) 3) 4)}

It has not escaped the attention of certain historians that the initials of Horatio Entwhistle are H.E., leading to this entirely speculative etymological reconstruction:

Matriculating Veteran: It is time for me to visit… him.
Curious Rookie: Who is he?
Quick-Thinking Veteran: “HE”? Why, you must be referring to my old friend, Horatio Entwhistle! Oh ho ho!

In 2014, a children's book, later to be a series of children's books, was published on the subject of a child named Horatio Entwhistle. In 2010, “A Very Silly Coffee Table Book” was published, including a character named Horatio Buttercup Entwhistle III. Since both of these books postdate the recording of Me and Horatio Entwhistle (2008), we must conclude⁵⁾ that they are not the inspiration for the moniker Horatio Entwhistle, and may in fact have borrowed that name from Improbable Island.

Full Metal Lion has a dim hunch that the name comes from a That Mitchell and Webb Look sketch that he found through google once, but since he can't find it on google again he assumes that he's simply mistaken, and has jam for brains.