The Gory Details: Upon reaching Vordakai's throne, Layden was terribly upset with the death of the people of Varnhold and strode forward into melee combat, winning first initiative. Vordakai went immediately afterword, casting his spell upon a former Grey Maiden (I had run this same party through CotCT).
CotCT Possible Spoiler:
This prompted Queen Ileosa to show up, contemptibly smirking at the warrior. Layden failed her will save and the next thing she knew, the queen drew a crossbow bolt and jammed it between her eyes, killing the former Grey Maiden instantly. (After a failed Fort save that is)
Fortunately, the party cleric managed to bring her back not long thereafter but Vordakai proved to be a terribly difficult opponent.
Yeah, sadly there are very few other options. The Forgotten Realm 3.5 setting had a PrC that allowed a pegasus mount but so far as Pathfinder is concerned, there isn't really a way (aside from the aforementioned Leadership feat or DM intervention). I was hoping the Beast Rider cavalier variant would allow it but no such luck. I've wanted to play a Pegasus Knight (like the ones from Fire Emblem) for quite some time. I hope you have some luck.