Gary,
Another option to consider maybe?
If you are making the frames from scratch, you could simply use two bright mild steel sections per axlebox (one either side) or even a 'U' shaped 1/4" thick steel plate riveted or held with screws to the back of the frames. You simply need to make the slots narrower to fit the axleboxes.
I am in the middle of Rob Roy and if I built another 3 1/2" gauge engine, I would definitely dispense with the cast main horns. They seem to be more trouble than they are worth and obviously very expensive if you buy them.
Silver soldering up your existing main horns is a straightforward enough job but 4 or 5 holes per horn x 6 plus clean up becomes quite a task.
Phil H