I mean, if you wanted to control them all with one midi track, set them all to the same midi channel. To have them individualized and grouped, the best way to do this is in your DAW.
For example, I do this in Digital Performer. I would set it up something like this:
Horn I - 0 ms MIDI Delay (on MIDI track)
Horn II - 10 ms MIDI Delay (on MIDI track)
Horn III - 7 ms MIDI Delay (on MIDI track)
Horn IV - 13 ms MIDI Delay (on MIDI track)
Then a Device Group linked to the midi tracks of Horns I-IV and a MIDI track with the output of that device group.
Horns I-IV - Controlling the four midi tracks which includes the delays that are on the tracks.
If you use Pro Tools, or Logic, etc it should be able to do something like this. Hope this helps and do some googling about the equivalent of MIDI Device Groups from DP in other programs.
I should add: This program looks like what you may be looking for: https://divisimate.com/