From everything I’ve read, horns are notoriously difficult to model. Even some of the professional half-synthesis half-sampler kits run in to difficulties with it.
Sound on Sound recommends putting pass filters modulated by pitch followers, since higher pitches should cut more harmonics out than low pitches with them. FM can get you the “base” horn sound to work from. I haven’t tried playing around with equalizers to bring out bass for larger horns or stacking oscillators.
Here’s a patch I made when experimenting, it sounds kind of brass-y and might get you part of the way there.
bad brass.vcv (23.5 KB)