This is a very long topic, and I'm not sure if the question of adding hero models from Heroes of Might and Magic VII has been raised here before.
The problem is that the rider and horse models in Heroes of Might and Magic VII are separate. This means that the guide requires an extension.
Here's how I do it:
After exporting all the rider and mount animations separately in FBX format, for each mount animation, I add the prefix "MOUNT_" to each bone so that the skeletons don't merge and the animation doesn't go haywire. Then, I import the corresponding animation of the rider into the horse animation file. The animations are done. Now, let's move on to the model. There are no surprises here either; we assign a prefix to the horse's bones and import the rider. We rotate it 90 degrees according to the guide and then proceed according to the main plan.
I'm attaching the result.
This topic may not be new, and everyone may already know it, but it won't hurt to share it again so that newbies like me can understand what and how to do, instead of banging their heads against the wall).