I don't think any of those work the way I assume some posters expect them to.
You can control a mount only if it has been trained to accept a rider. Domesticated horses, donkeys, and similar creatures are assumed to have such training. The initiative of a controlled mount changes to match yours when you mount it. It moves as you direct it, and it has only three action options: Dash, Disengage, and Dodge. A controlled mount can move and act even on the turn that you mount it.
Those are the rules for controlling a mount. Read them closely: the mount is still an independent creature in every sense except that it acts on your initiative and it does what you want it to. It still has its own statistics, its own movement and its own action economy, and you still have your own statistics, your own movement, and your own action economy.
Sage Advice has confirmed that
your mount taking an action is not the same as you taking the same action so it stands to reason that you taking an action is not the same as your mount taking the same action.
So Natural Explorer still allows
you to ignore difficult terrain, but the benefit does not extend to other creatures.
Likewise, the Dash action allows
you to move up to your speed as an action, but the benefit does not extend to other creatures.
And Feline Agility allows
you to double
your speed, but that benefit does not extend to other creatures!
If the rules said that mounting a creature caused your speed to change to match the mount's, then all of those things would work, but the mount is clearly a separate creature still, so as it stands, dashing, natural explorer, and feline agility only have an effect when you're actually using your own movement to mount, dismount, or move while dismounted.
So a rogue could use its cunning action to dash while mounted, but it wouldn't increase the mount's speed at all.