Yes this is correct and no there is no workaround. Programs created in Insert Mode cannot be used in Dual Mode.

Can you provide more information about the setup? Will you be using the wind synth and the horn at the same time in Dual Mode?

If you will not be using the wind synth and the horn synth simultaneously, you can always connect the horn to input 1 and continue using the Programs you’ve made already.

If you are reconfiguring these Program to use 2 sources in Dual Mode, then I’d imagine you will need to edit the Programs anyways since you will now have 2 sources and 2 signal paths to choose when routing your effects.