Combine onion, celery, garlic, green onion, parsley, and horseradish in a food processor; pulse until finely chopped, but not smooth, scraping down sides as needed. Spoon mixture into a medium mixing bowl. Add mayonnaise, lemon juice, Creole mustard, ketchup, and Worcestershire. Whisk until smooth. Taste; adjust seasoning with salt, pepper, and hot sauce. Cover and chill until needed, preferably overnight.