Yes I know some who keep them in a refugium. They like the caulerpa to hitch on, they don't particularly like high lighting, so provide them with shade. They will eat larger amphipods, mysids and gammarus, but need to also be fed -- I suggest captive raised horses, they are pre-trained to eat mysis shrimp (frozen) but as they get larger they will benefit from occasional feedings of live ghost shrimp (SW ones if you can get them, are a great addition to a fuge...) They do need to eat daily - they have a relatively short digestive tract and their absorption of nutrition isn't that efficient.
Seahorses prefer a taller tank - however I've heard of greater horses (6" tall +) successfully breeding in a 10 g... they move up and down rather than side to side.
Snails are fine as companions, be careful with hermits, as some can pinch the horses and injure them - sometimes the horses grow algae on their backs as they are often very sedentary, and a hermit "cleaning" can be damaging. Tiny hermits are fine, but larger hermits like scarlets are a risk.
They do not eat worms - generally, though I have seen a horse snick at them... I have obscene amounts of bristleworms in my seahorse tank (heavily fed, no worm predators...) they will clean up a dead body pronto but I have never seen them harm a healthy horse -- EXCEPT for a dwarf seahorse (H. zostrae) which are only about an inch or so long from nose to tail -- those need live brine, and wouldn't fare well in a fuge....
Horses I like:
H. kuda
H. procerus
(both of the above are available CB from ORA)
H. erectus
(hopefully available soon at ORA...)
Hope this helps....
Jenn