What scriptures describe Indra defeating Asuras using Dadhichi's old horse head?

Question

As you can see in the Rig Veda Anukramani in my answer here, Rig Veda Book 1 Hymn 84 was heard by the sage Gautama and it's addressed to Indra. In any case, here are two of the verses of the hymn:

indro dadhīco asthabhirvṛtrāṇyapratiṣkutaḥ |
jaghāna navatīrnava ||
ichannaśvasya yacchiraḥ parvateṣvapaśritam |
tad vidaccharyaṇāvati ||

13 With bones of Dadhyach for his arms, Indra, resistless in attack,
Struck nine-and-ninety Vṛtras dead.
14 He, searching for the horse's head, removed among the mountains, found
At Śaryaṇāvān what he sought.

Here is what Sayana's commentary on verse 13 says:

Dadhyanch = Dadhicha and Dadhichi, a sage. His bones formed the thunderbolt of Indra. Dadhyanch, son of Atharvan, like the asuras, was intimidated and tranquilized by his appearance; but, when he went to svarga, the asuras overspread the whole earth. Indra, inquiring what had become of him and if something of him was left behind, was told that the horse's head with which he had at one time taught the Madhuvidya to the Ashvins, was somewhere in existence, but no one knew where. After a search, it was found in the lake Sharyanavat, near Kurukshetra. With the bones of the skull, Indra slew the asuras (i.e. foiled the nine times ninety or eight hundred and ten, strategems or devices of the asuras or Vritras). The number is accounted for by the legend that in the beginning, the asuri maya (demoniac illusion) was practised in the three worlds, for three periods (past, present, and future), thus becoming nine-fold; each was exerted with three s'aktis or energies, thus becoming twenty seven; each was again modified by the three gunas, thus becoming eighty-one; the scene of their display extended to each of the ten regions of space, thus becoming the nine times ninety of the text, or 810.

Let me explain what Sayana is saying. As I discuss in this answer, Shiva blessed Dadhichi with invincible bones. Then later, Indra needed a powerful weapon to defeat the demon Vritrasura, so Dadhichi sacrificed his own life so that the bones of his rib cage could be fashioned into a weapon. Indra succesfully used this weapon, the famous Vajra or thunderbolt, to kill Vritrasura. But Sayana says that this had an unintended consequence: while Dadhichi was alive the Asuras were intimidated by him, so as soon as he died the overran the Earth. And the Vajra alone wasn't enough to stop them. So Indra asked Dadhichi, who was now dead and residing in Devaloka, whether he had any more bones left. Dadhichi said that his old horse head was still somewhere on Earth.

For those who don't know, as I discuss in this answer, while he was alive Dadhichi had knowledge of the Madhu Vidya, which is one of the 32 Brahmavidyas and which has the power to bring a person back from the dead. Indra had threatened to cut off Dadhichi's head if he ever told anyone the Madhu Vidya. But once the Ashwini Kumaras wanted to learn the Madhu Vidya, so they hatched a plan with Dadhichi: they cut off his head and replaced it with a horse head. Dadhichi then taught them the Madhu Vidya, and when Indra found out he followed through on his threat and cut off Dadhichi's horse head. Then the Ashwini Kumaras reattached Dadhichi's human head and used the Madhu Vidya to bring him back to life. In any case, Indra ironically now needed Dadhichi's horse head. So he searched for it and found it in the Sharyanavat lake near Kurukshetra, and then presumably had the bones of the horse skull fashioned into a weapon and used it to defeat the Asuras.

My question is, what scriptures describe Sayana's story of Indra defeating Asuras using Dadhichi's old horse head? Is it just alluded to in verses of the Rig Veda, or is the full story given somewhere? Is it discussed anywhere in the Brahmanas of the Vedas? They often provide more detail on stories alluded to in the Samhitas. Is it possible the story discussed in the Puranas?

By the way, on a side note the reason that the Aswini Kumaras wanted the Madhu Vidya in the first place is that as I discuss here, Vishnu as part of his Lilas once had his head cut off. So the Aswini Kumaras learned the Madhu Vidya so that they could reattach a head to Vishnu's body; see this chapter of the Shatapatha Brahmana of the Yajur Veda. This is how Vishnu's famous horse-headed incarnation Hayagriva was created.

Answer 1

The story is told in the Brahmanas of the Sama Veda.. Here is what this excerpt from the Jaiminiya Brahmana of the Sama Veda says:

Dadhyanch the Atharvana was famous, learned in sacred lore. Whenever any of the Asuras espied him from afar then these were laid low and lost their heads. And he went up to heaven. Indra pushed by Asuras and Ashvins' said: "Where, pray, is Dadhyanch the Atharvana?" They told him: "Sir, he went up to the heavenly world." He said: "Is nothing left of him here?" They told him: "There was that horse's head with which he proclaimed divine wisdom ... to the Ashvins; but we do not know what became of it." "Search for it." They searched for it. "Searching for the horse's head that was hid away in the mountains, he found it in the Sharyanavant." Sharyanavant indeed is the name of a river in the back part of Kurukshetra. Having found it, they fetched it and gave it to him. He always held it in sight of the Asuras. Whenever any of the Asuras espied him from afar, then these were laid low and lost their heads. He, indeed, slew ninety Asuras by means of these bones. Thus he is rival-conquering, victorious. "Indra the invincible slew with the bones of Dadhyanch ninety foes." He overcomes ninety, slays his hateful rival, who knows thus.

I found the answer in this journal paper from the 1800's, which also says that Sayana's description of the story is actually a quote from the Shatyayana Brahmana of the Sama Veda, a text which is now lost but did exist in the 14th century when Sayana was writing.