In short, when a Mounted Combatant & Mobile feat user redirects an attack from their mount, does that attack fail?
Obviously, all the conditions that allow a mobile user to avoid opportunity attacks would need to be met.
One of the benefits of the Mounted Combatant feat (PHB, p. 168) is:
You can force an attack targeted at your mount to target you instead.
One of the benefits of the Mobile feat (PHB, p. 168) is:
When you make a melee attack against a creature, you don't provoke opportunity attacks from that creature for the rest of the turn, whether you hit or not.
Example:
Our rogue horseman name C.C. (who has Mounted Combatant & Mobile Feats) rides up on the belligerent troll and horsewhips it across the face, then rides off. The last 3 times the troll tried to retaliate from CC's ride-by whipping, it was stopped because of the Mobile feat. Since this is an above-average-Intelligence troll, this time it decides to attack CC's horse. But oops, when the troll does that, CC says that he will just redirect the attack against the horse to him instead.
Now what happens?
Since CC nobly threw himself into danger to defend his horse, does he take the hit?
Or is CC so dodgy that redirecting the attack allows him to use the Mobile feat benefit to avoid the redirected attack?
Does it matter if CC is controlling the horse, and does that mean that CC provoked the opportunity attack?
Related: Who gets hit by a melee attack when you have Sanctuary and Mounted Combatant?