Okay, now I'm a huge fan of Sleepy Hollow and I love anything surrounding the Four Horsemen, who I think have untapped story potential. That being said, while I do enjoy the people Portraying the Horsemen in this series, they don't strike me as especially dangerous.
I mean yes the Headless Horseman (Not Calling him Death, because until I see all Four Horseman I still think he's Conquest), is more or less immortal and can heat up his blade, while War can now control a suit of armor with a fiery sword, but how does any of that translate to the Four Horsemen? These are supposed to people the beings that can bring about the end of days, yet they can't take down two normal people? Heck if the Headless Horseman was Death, all he'd need to do is touch someone to kill them, but he needs guns to do that which isn't very scary. Similarly, While War does have magic powers in this version, none of it has anything to do with War itself.
When I think of War, I think of someone who can turn an entire town against each other, make people so blood thirsty and violent they'll kill each other without blinking. Yet the most he can do is manipulate a suit of armor. Seriously, you'd figure they'd have some unique powers of some kind to back up their titles.
Just saying these guys have some serious roles to fill as the supposed Horsemen and they aren't doing a good job so far.