A double reed (rather than two)would make it a brass bassoon! The saxophone family, like the clarinets, only have one reed.

Never heard one before, but I bet it makes the party farty!

There was so much background hum on the .wav on the above link that you could hardly make out the instrument.

I used to play bassoon in my youth, easier to play than an oboe or cor anglais, just a lot bigger!