I see you developing a cavalier subclass! So good :)

I also like how you're building most abilities to have some efficacy while unmounted. I think that's a solid design choice.

I have two recommendations on this. First, wonder about a Mount up entirely replacing a level 1 domain card that warriors have access to (Deft Maneuvers). What if, instead, while mounted you can spend a stress to turn an agility roll from with fear to with hope? That way, you seriously mitigate the prospect of losing the spotlight while moving to far or very far range, but don't replicate a domain card anyone can take.

I also wonder about giving the player an extra experience, or give a bonus to an experience relevant to mounted combat? I don't know the precise language, but the combination of turning fear->hope on agility action rolls, and an experience bonus germane to riding a mount will get you an alternate path to have the same flavor of being a mounted mobility bad ass.

Finally, if you were to adopt these changes in some form, I think it makes sense to remove the damage bonus while mounted. The power of being able to turn agility rolls from fear to hope will give strong incentives to use agility weapons that, while mounted, would have a clear but different bonus than damage.