I don't use Session Horns and can't help you out specifically, but a MacBook Air 1.8 GHz with only 4GB RAM running MainStage with big sample libraries is definitely not a great setup. It doesn't surprise me at all that you're having issues.
Are you running Kontakt in multi-timbral mode to try and reduce the number of instances you're using? And are you using MS aliases for patches that use the same sounds? If you're not doing either/both of these, that'd explain some of the issues you're having. Also, take a look at the FX you're using and get rid of anything that's not absolutely necessary...and use aux busses for FX instead of multiple instances. Have you turned off/disabled any OSX processes that you don't absolutely need? For example: Notification Center, iCloud processes, social media apps, WiFi, Time Machine etc all use resources. Disable Spotlight because its indexing process chews up resources. Disable everything you don't absolutely need because your machine is pretty much at the bottom end of the capability spectrum when it comes to running MainStage for live performance.
Finally, due to your setup, you'd be far better off trying to find synths and libraries that use considerably less resources....or invest those dollars instead to buy a MacBook Pro 15" with 16GB RAM. MainStage is an absolute resource hog and you're always going to have issues with your current machine, especially with big sample libraries and resource-intensive synths and FX. Kontakt can be fantastic in terms of being resource-efficient PROVIDED that your libraries are efficient, and so you're going to need to think smart about what synths and libraries you use.
You may even find that running something like Reaper or GigPerformer instead of MainStage is a better option if you can't afford to get a better machine or buy new synths/libraries. GigPerformer isn't cheap, but it's getting some great reviews about its low-resource usage. Download the fully-functioning 14-day demo and create a setup like your current MS concert to see if it works better for you.