I have everything that I can obtain from the game and buy from the Shop. There are a few exceptions because I just don’t like them, for example Delights of Agony ( I don’t like that they slashed the horse the way they did), Fleshrot Parasite (YUCK! JUST YUCK!) and maybe a couple more that I refuse to buy coz they’re gross, they’re not “cool” gross, just gross! 
I’ve used all of them except the Reins of the Longfur Beast, the mount I got from completing The Dark Citadel for reasons I’ve mentioned in previous posts.
There are mounts I’ve never obtained for one reason or another:
Brigand’s (Random Anywhere)
Cavalier (RA)
Dark (RA)
Executioner’s (RA)
Grisly Calico (Unknown)
Plains Yearling (Unk)
Seal Brown (RA)
Taiga Roan (Random @ Fractured Peaks)
Trapper (Unk)
I think some of the mounts I listed above might not have been included at launch nor in the expansion, no idea really…