are these ever actually used in orchestras?

Dont think so, if they are, then not often. Kenm'll know.....

Mainly brass band methinks.

Yes mainly a brass band instrument. I don't know of any orchestral works, but it is very difficult to prove that sort of negative. Possibly the best known tenor horn player in the UK is Django Bates, a very talented jazz and crossover composer who was one of the leading lights of Loose Tubes during its brief existence. He also plays keyboards.

IIRC, there is a Mahler symphony with an important part for baritone horn, the next larger size of saxhorn, but I'm not sure a saxhorn is always used

true- mainly a brass band instrument - but there are a couple of composers who rite orchestral parts for them- they sometimes feature in wind bands as well