Horcrux is a backup tool, it doesn't do any signing. You can store your Nostr key or other arbitrary secrets inside. If you are interested in distributed signing I'd check out promenade from fiatjaf (if you haven't already).

I considered making Horcrux more of a social signer but I think the reality is that people want the uptime of servers when it comes to signing. And finding multiple friends/trusted parties to run servers is about as much fun as scraping your eyeballs across shattered glass.