Heat 1 inch peanut oil in a pot over medium-high heat until a deep-fry thermometer registers 375 degrees F. Meanwhile, whisk the flour, Cajun seasoning, Italian seasoning, cayenne pepper, 1/2 teaspoon salt and 1/2 cup water in a large bowl until smooth. Spread the pickles on paper towels and pat dry.
Add half of the pickles to the batter and toss to coat. Remove from the batter using a slotted spoon, letting the excess drip off, and add to the oil one at a time. Fry until golden brown, 1 to 2 minutes; remove with a slotted spoon and drain on paper towels. Return the oil to 375 degrees F and repeat with the remaining pickles and batter. Serve immediately with the prepared sauce.
Mix the mayonnaise, horseradish, ketchup and Cajun seasoning in a bowl; set aside.
Place enough peanut oil in a 4 to 5-quart cast iron Dutch oven to come halfway up the side of the pot. Place over medium-high heat and bring to 390 to 400 degrees F.
Remove the pickles from their brine and cut lengthwise into quarters, like spears. Lay the spears on a sheet pan lined with paper towels and pat them dry.
Place the buttermilk in 1 shallow dish and mix together the cornmeal and salt in a separate dish. Dip each pickle, 1 at a time, first into the buttermilk, then into the cornmeal and then repeat. Carefully place each spear into the hot oil and cook until golden brown, approximately 2 minutes. You can fry 3 to 4 pickles in the pot at a time. Adjust the heat, if necessary, in order to maintain a constant temperature of 390 to 400 degrees F. Transfer the pickles to a cooling rack set in a half sheet pan and allow to cool for 5 minutes before eating. Season with additional salt, if desired.