How would you handle this? I have four horns playing a strange chord to imitate a train horn. (I actually researched the notes a particular engine plays.) Over the staff on each horn part, I wrote (like a train horn). Luckily, on the condensed version, this only shows one time over the horn staff.
Would you do that, or would you put the note at the top of the score?
Are there any conventions for capitalization, parentheses, etc. for these non-traditional directions?
I don’t think there are necessarily any “conventions” that MUST be followed.
I might suggest italic font, since it’s an expressive/descriptive text rather than a technical indication.
I think over the horn parts only would be more appropriate, since they are the ones imitating the train horn sound.
When they read the annotation, what do you expect the players to do differently from what they would normally do? If the answer is nothing - then leave it out.
(and remember a train horn in the US sounds very different from a train horn in most of the Rest of the World)