The Caxton action links all 4 through the FontSquirrel stylesheet.
Just because you dont see the individual font types in the interface to choose them doesn’t mean it doesn’t do it. It means there is one less step for you to deal with.
After scrutinizing the two Actions on my site, I decided to go with Caxton. I much prefer the easy implementation of the “Web Fonts” action, but alas, it only gives me access to 2 font formats. Caxton offers greater compatibility by linking to 4 font formats. It’s just that Caxton just requires more steps to implement in Freeway than “Web Fonts.”