All right, a few potential base animals for the Orphne king's mount. He seems like a grace over brute force type, so I'm not including boars, bears, elephants, and the like.
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Giant Emperor Stag: CR 4, HD 4. The base creature is medium, so giant is needed for a mount. It's got a high speed for Vahana to increase and Fey/Shadow to multiply, plus it can turn 90 degrees in a charge and move in surprise rounds. This thing is built for speed. Plus, a fey king riding a giant deer just seems appropriate. Low CR, so plenty of room for Mighty or other templates. 4 HD gets it one ability from the Fey and Shadow lists.
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Giant Dolphin: CR 1 1/2, HD 2. Again, medium, so Giant is needed. This may sound crazy, but hear me out. Vahana can grant any sort of extra movement speed. Usually, this is fly or swim speed, but there's no reason it couldn't be a land speed. Further, Fey Creature grants a flight speed. Dolphin has a base 80 swim speed, meaning that this would be an immensely fast all-terrain traveler. It breathes air, so no problems on that front. Again, plenty of CR space for Mighty or casting options. Fey and Shadow creature each grant a minimum of one ability, so this would get one of each as well.
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Giant Sea Snake: CR 7, HD 9. Huge, so the king can bring some friends along with him. More combat power than the Dolphin, but not nearly as fast. Has a climb speed, for what that's worth. Gets two each of Fey and Shadow special abilities.
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Ujaheim: CR 6, HD 9. Large desert native cat. Naturally inclined to riding, so perhaps it would be easier to convince an intelligent one to be a mount. Two special abilities from each list.
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Warcat: CR 12, HD 16. Huge armored attack cat. Going to need to enlarge the CR cap before we do one of these. Four abilities from each list.
An alternative to Vahana:
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CR 9, HD10. It's a large dragon that's inclined to let others ride it and can wield its own weapons in addition to its breath weapon. Two from each list.
A third alternative. The Vahana is basically the ideal mount, but I don't know how comfortable I am with creating an intelligent being to literally carry someone else around on their back. So, a possible build with 1-2 Int could be something like a Mighty Primitive Fey Shadow Hippogriff, Stymphalidies, Gorgimera, or the aforementioned Ujaheim (season with extra templates to taste).
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