Is there any reason you couldn't tie yourself to a flying mount like a safety harness, so if you got knocked out you'd only fall the length of the rope? The downside of course is that if your mount got knocked out you'd either need to cut free and activate a contingency or do something that saves both of you.
I don't see why not. There is no rule for it that I know of, but as far as PC requests go this is fairly mundane. I'm sure a short discussion with your GM will result in a house rule that you could use.
Military Saddle?