IGG/Embargo is a good opening. Put a curse in the opponent's deck before their first shuffle. Even with Masq around, I'd guess it's the right play? Being able to buy 2 IGGs AND embargo the masquerades before there's a chance to buy a masquerade is pretty game-changing, and any reasonable follow-up from that should keep you as the victor.
Horn of Plenty is a terrible opener - it's likely to just make you gain coppers or embargoes. The turn Stef drew the HoP first, if that had been a silver, or IGG, they could have had a gold. Instead, they had Embargo/Caravan. (Oh, and caravan isn't that good early - you need good things to draw with it before you need draw power.) HoP worked late-game for getting Grand Markets, but by the time it started doing that, the game should have been long over.
As p2, I'd seriously consider opening Masq-embargo if P1 opened IGG-embargo. Especially if I drew $5 on turn 2 and not turn 1.
Double-embargoing IGGs seems pointless. Even one embargo is enough to make IGG not worth buying, ever - except, as you pointed out, for ending the game on curses.
I think this game was over pretty early. Stef's gains/buys were, in order by turn: curse+HoP, Embargo, Curse+Embargo, Masquerade + Curse, Embargo+Caravan, Nothing, Walled Village, Nothing, Silver, Caravan. By turn 10, Stef had yet to attack you in any way, and had not set up even part of an engine or money deck, and had, well, nothing of note, really. Lots of terminal silvers. A village to possibly play two terminal silvers in one turn, and a caravan to draw all that useless stuff.
Your play is hard to discuss because with embargo and masquerade around, you have to react to what your opponent is doing, and if your opponent is doing basically nothing, it's hard to criticize. And, as usual, critising play during a winning game is pretty difficult, because, at the end of the day, it worked. I will say that with Stef not playing their first Goons until turn 15, and never buying an IGG, you really could have ended this a lot bit faster. 23 turns for 35 points is not particularly impressive - 35 points is about 6 provinces, and even something simple like BM+Smithy can get to 6 provinces, on average, faster than that.
The main thing is that you need a coherent game plan, as you said. If you're going for a big multi-goons turns, then you should have held off on getting the provinces, bought caravans and grand markets and walled villages. Don't get silvers once you've got some GMs and goons, and get caravans or WVs or goons or GMs instead. Trash all the stuff that gets in your way, and get to a mostly no-treasure deck except for maybe a few silvers. I bet you can get a pretty nice goons turn or two with a few goons in play and a boatload of buys far before turn 20.
If you're going provinces, then, well, you really should be getting your first province far before turn 18! In that case, there's no point in Forging a gold into a GM, better to use the gold to buy something, silver or otherwise. Get an early masq (or two?) instead of a later forge. (You even gained a copper to buy that forge!)
Oh, and you definitely should NOT have been buying coppers for VP as early as you did. You used a +buy on a copper as early as turn 8.
Your forges were sort of weird. You got a lot of them (three) and then trashed two of them together.
