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In what order do effects that trigger "when a creature targets you with an attack" happen?
In this specific case, I was looking at the interaction between the Undying warlock among the dead feature and the mirror image spell, but a good answer should handle the general situation before going into this particular case.
There is an optional rule in Xanathar's Guide to Everything which handles simultaneous effects:
If two or more things happen at the same time on a character or monster’s turn, the person at the game table — whether player or DM — who controls that creature decides the order in which those things happen. For example, if two effects occur at the end of a player character’s turn, the player decides which of the two effects happens first.
More pithily summarized by Jeremy Crawford as:
[Y]ou decide the order of simultaneous effects on the turn of a character/monster you play.
So, Chad the Impaler attacks Steve the Stabbed (on Chad's turn) and this triggers multiple effects on Steve the Stabbed. Whoever controls Chad gets to decide the order in which those effects take place because it was on Chad's turn that the attacks occurred.
Among the dead says:
If an undead targets you directly with an attack or a harmful spell, that creature must make a Wisdom saving throw against your spell save DC. [...] On a failed save the creature must choose a new target [...]
Mirror image says:
Each time a creature targets you with an attack during the spell's duration, roll a d20 to determine whether the attack instead targets one of your duplicates.
Both abilities trigger when you are targeted by an attack and both redirect that target to something/one else on a successful condition. There is no indication that either effect should or is intended to have priority over the other. So, it is up to the person controlling the character attacking (assuming that they do it on their own turn) to decide in which order the effects are applied.
You will first need to check if a duplicate is attacked before applying other effects.
Mirror Images states:
...roll a d20 to determine whether the attack instead targets one of your duplicates...A duplicate can be destroyed only by an attack that hits it. It ignores all other damage and effects.
Among the Dead specifically states (emphasis mine):
If an undead targets you directly with an attack...
Since Mirror image actively changes the target of the attack, its outcome takes priority over pretty much any other effect on your person. The duplicates ignore all other damage and effects aside from attacks, meaning that they do not share your buffs. And since Mirror Image actively changes targets, effects that resolve when you are targeted for an attack rely on whether or not a duplicate is hit first.
In a more general sense, if two effects on your person appear to be triggered at once, look for wording like this in the effect description to suggest which effect has the more specific rule. Then follow the mantra specific beats general. If the wording is still ambiguous, then the decision falls to the DM (PHB pg. 5):
The DM determines the results of the adventurers' actions and narrates what they experience.
As I see it the rules are unclear enough to allow both interpretations in this case.
The question is: Does Among the Dead trigger by the undead's intend to target the warlock or at the point where the real target has been defined by random?
I would argue that he just can't try to target you so in this case Among the Dead would trigger before Mirror Image does. But it boils down to: Could the undead actively target an image? Or does he have to try to target you?
In other editions it was not possible to actively aim for the images and if that is true for D&D5, too then the undead would try to target you and, for me, it would be logical that this is the point where Among the Dead triggers.
For most other effects it would be Mirror Image first, because most effects trigger upon hit and not upon target. For example the Shield spell. (ignoring the Magic Missile part) it has to be cast when hit so you would first check if you or an image is hit before deciding whether to cast shield or not.
