At my Sainsbury's, I found the horseradish in jars just over the frozen foods (above frozen chips), where they have all the sauces on a shelf (HP, etc).
(Now I no longer go to Sainsbury's -- I've been doing the shop-online thing, and they deliver my groceries each week straight to the door! I love it that way! No impulse buys (crisps, chocolate in mass quantities), and I don't have to lug all the heavy stuff. It's perfect.)