This has been discussed at length on the forum. The T-Roc used to get a 2-tone horn like the Golf but then VW cheaped out and switched to a single-tone one. Most have the single but a few members have added the second horn and spliced the wiring loom to power it.
I considered it but was too worried about warranty issues to go through with it.
The horns sit behind the near side fog light housing and it can be a little tricky to work in such a small area but one member posted a detailed tutorial for how they went about it. I’ll link it if I can find it.