Thinking about that promotion, and how it's made Orthus a little more threatening, had me wondering if the Unraveling should likewise have a shared promotion to indicate their connection. We've got the full set of aspects for Camulos, Esus, Bhall... one for Mammon, I assume Mulcarn's are gone (or is that what Aquilans are?).
As mentioned earlier, I do think Orthus is too threatening with Drill 1-4. Perhaps just limiting access to Drill 3 and up would be enough?
The Horsemen have always suffered from a tendency to ram themselves into deathstacks and die of attrition, and along with Abaddon and Apophis are a little underwhelming for how much effort and luck are needed to acquire them (compared to the archangels or Imprimaturs at similar difficulty). Perhaps they could share an automatic Defile/pillage ability similar to Auric's automatic Snowfall, spreading Hell terrain and destroying improvements wherever they go, and thus benefiting from Demon racial bonuses. Letting them all heal on the move would help survivability, a cannibalize effect might be too much?
I think Cannibalise would definitely be too much - don't they already have March? Perhaps I just play on high difficulty and occasionally Last Days, but I haven't found them too easy, personally.