You don't specify whether it's +/- 0.02 mm or 0.02 mm in total, so I will assume the former as it's the most generous case.
The tolerance of those Horn inserts is +/- 0.02 mm which is your entire tolerance budget. There is an additional +/- 0.015 mm indexing tolerance. The datasheet doesn't specify which axes this affects, just "indexability length". There is also no tolerance on the position of the grooving width relative to the reference plane, which could be this "indexability length" they're on about.
So clearly relying on the tool geometry to achieve tolerance is not the way to go.
That said, Horn tools are good quality and I like them. I've bought used holders from eBay before and bought new inserts from local tooling places.