If you're sure they're horntails, then yeah, they don't sting.
Key features that seem (to me) to distinguish this from other bugs:
No wasp-thin waist: abdomen and thorax join to form a cylindrical body
Small horn on the top edge of the butt; females have ovipositor about 1/4" long
Generally crawl with wings flat along the back, not raised at an angle like most wasps
In terms of behavior -- these guys feed on nectar and the females deposit their eggs in wood. That last should be less relevant, though, as I think they are active through the fall and I'm pretty sure the females die after laying the eggs.
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Key features that seem (to me) to distinguish this from other bugs:
In terms of behavior -- these guys feed on nectar and the females deposit their eggs in wood. That last should be less relevant, though, as I think they are active through the fall and I'm pretty sure the females die after laying the eggs.