Horizontal Delaunay surfaces with constant mean curvature in $\mathbb{S}^2 \times \mathbb{R}$ and $\mathbb{H}^2 \times \mathbb{R}$

We obtain a $1$-parameter family of horizontal Delaunay surfaces with positive constant mean curvature in $\mathbb{S}^2\times\mathbb{R}$ and $\mathbb{H}^2\times\mathbb{R}$, being the mean curvature larger than $\frac{1}{2}$ in the latter case. These surfaces are not equivariant but singly periodic, lie at bounded distance from a horizontal geodesic, and complete the family of horizontal unduloids previously given by the authors. We study in detail the geometry of the whole family and show that horizontal unduloids are properly embedded in $\mathbb H^2\times\mathbb{R}$. We also find (among unduloids) families of embedded constant mean curvature tori in $\mathbb S^2\times\mathbb{R}$ which are continuous deformations from a stack of tangent spheres to a horizontal invariant cylinder. In particular, we find the first non-equivariant examples of embedded tori in $\mathbb{S}^2\times\mathbb{R}$, which have constant mean curvature $H>\frac12$. Finally, we prove that there are no properly immersed surface with constant mean curvature $H\leq\frac{1}{2}$ at bounded distance from a horizontal geodesic in $\mathbb{H}^2\times\mathbb{R}$.