Oof... Okay so I posted a response to this that I later deleted because I thought it didn't work for Horde but Horde DOES seem to use the "play" command to load up your sound file that you configured for bosses.

Therefore, to get a boss song working you must make a "sound" folder in your "garrysmod" folder (inside the "Garry's Mod" folder) and then put the soundfile you wanna play in there. To test it, use the command "play (filename)" in the console and if it works, it should work in Horde as long as you ONLY input the filename in the input box for the boss theme. Make sure to disconnect from any current games and start a new one for the boss music to take effect when triggered by the gamemode. Not sure why it works that way but it does.