Starting Horns and Trumpets on their instrument in the same class is possible if you pick the right kid for Horn from the beginning. I always start them with the same music as the Trumpets and have them play and hear the interval difference. It isn't easy or ideal but they develop an ear faster.
This year (for reasons) I happened to start them all on trumpet and switched Horns out in January. the pros are that you will know the kids better and you might get some that you wouldn't have picked from the beginning. My horns this year are rockstars. Is it because they started Trumpet or because I found the right kids? Hard to say.
Both methods have worked for me. Do what you are most comfortable teaching