Try this:
Oscillator: Saw
Filter: 24 dB Low Pass. Lots of Res, and boost the Drive if available to get a warmer analog-ish sound. Then bring the Cutoff down about halfway, so that you can modulate it with…
Filter Envelope: Here’s where you’ll create the horn shape. You want a quick Attack around 140 ms. That gives you the juicy horn-style attack transient (especially with the Filter Res turned up). Then bring the Sustain down to 0 and set a medium Decay around 2 seconds.
Amp Envelope: Subtle Release, around 70 ms, so that you don’t get a too-abrupt cut at the end of the notes.
Delay: A little wet, with fast 1/16th notes, and modest Feedback.