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Let's say this is my army list:
1 Herald of Tzeentch
10 x Pink Horrors
10 x Pink Horrors
10 x Pink Horrors

Nothing in this army has the 'Split' rule. It does not appear on any of the warscrolls for those units. Do I still get Blue Horror points when the Pink Horrors die?

The split rules are in the latest General’s Handbook or the FAQ:

https://whc-cdn.games-workshop.com/wp-content/uploads/2018/06/age_of_sigmar_disciples_of_tzeentch_errata_en-1.pdf

Correct. Only Blue Horrors and Brimstone Horrors have that rule, per the latest General's Handbook and FAQ.

So Pink Horrors cannot split if they are the only horrors in the army?

Curious myself since I just picked up an army. The way I read it, a dead Pink can generate two Blue points...only to be used to summon Blues or petty vengance. You don't need Blues on the table to benefit from this, but you need models of blues should you wish to summon them.

The split rule isn't on the warscroll it's in the summoning rules for disciples of Tzeentch in the Generals handbook.

The 'Split' rule IS on the warscroll, per the General's Handbook 2018 and the errata. The breakdown is like this:

The rules for summoning DoT units (fatepoints and placement etc) are on page 99 of the General's Handbook, under Battle Traits. They are also in the DoT errata.

The 'Split' rule is also on page 99 of that book, where it says "On the Blue Horrors of Tzeentch warscroll, change the wording of the 'split' ability as follows..." The errata says the same exact thing. So the rules for Blue Horror Points ONLY appear on the Blue Horror warscroll.

I have checked the DoT Battletome and General's Handbook as well as all related errata and faqs. The only change to Pink Horrors is an update for their Icon. The Pink Horrors warscroll contains no references to 'Split' or Blue Horror Points. Nor are there any Allegiance Abilities that convey those rules.

I'm pretty certain of it now. It may be an oversight by GW, but per RAW you don't gain Blue Horror Points unless you have included 1 or more units of Blue Horrors in your army (or if you summoned some during the game).

 Mike Leon wrote:
The 'Split' rule IS on the warscroll, per the General's Handbook 2018 and the errata. The breakdown is like this:

The rules for summoning DoT units (fatepoints and placement etc) are on page 99 of the General's Handbook, under Battle Traits. They are also in the DoT errata.

The 'Split' rule is also on page 99 of that book, where it says "On the Blue Horrors of Tzeentch warscroll, change the wording of the 'split' ability as follows..." The errata says the same exact thing. So the rules for Blue Horror Points ONLY appear on the Blue Horror warscroll.

I have checked the DoT Battletome and General's Handbook as well as all related errata and faqs. The only change to Pink Horrors is an update for their Icon. The Pink Horrors warscroll contains no references to 'Split' or Blue Horror Points. Nor are there any Allegiance Abilities that convey those rules.

I'm pretty certain of it now. It may be an oversight by GW, but per RAW you don't gain Blue Horror Points unless you have included 1 or more units of Blue Horrors in your army (or if you summoned some during the game).

This was argued to death regarding the old summoning spells when Age of Sigmar first came out (and before Reinforcement Points became a thing). Long story short: you do not need to have Blue Horrors oin the table to gain Blue Horror points, and anyone that tries to say you do is TFG and should be avoided.