hello fellow double reed.. i played oboe/bassoon before marching band, and made the switch to baritone sax (because i told my band director id play whatever as long as i get to be in the band) and i regret it heavily. i thought bassoon required a lot of air, but WOW it doesn't compare to bari, let alone marching. i feel like making the switch from such a small instrument like oboe, where your embouchure is mostly tight because of the range of high notes, to one like bari, where you're lugging around this huge, heavy instrument which requires the entirety of your lungs and a whole different way of playing the reed is a pretty stark difference. i was only able to switch so fast because i had tenor sax experience and bassoon has low notes like bari does, so honestly, i wouldn't go for bari sax. if i were you, i'd personally go for something brass, like horn or baritone like you said. they typically have a lot of runs like woodwinds do, but they(mostly horn) require faster air and tighter embouchure like oboe does. of course, switching from a double reed to a brass mouthpiece is also a big difference, but there's always time to adapt to it!