How big are the hornworms? The ones our local pet store sells are pretty large. Axolotls don't chew their food, so I would worry about them being able to swallow it safely. Also do you know what the species of sphinx moth is? There are different species of sphinx moths that are all hornworms in caterpillar form. Hornworms that feed on tomato and tobacco plants are toxic.
I personally stick with worms (nightcrawlers & red wigglers), bloodworms, pellets, and the occasional ghost shrimp as a treat.