I'm thinking that you want the bagpipes for the LEAD voice, correct? You wouldn't necessarily have to combine the samples to the same voice. You could assign oboes individually to R1 and R2, and then use a fine detune. Or you could activate RH automatic harmony aka Melody Intelligence, and try various settings to get the ensemble effect.

I remember experimenting with various ethnic sounds when I first got my PSR-3000. The Bagpipes sounded like someone strangling a cat!