You have to level-up again while having the move. If that didnt work try to faint your Yanma, close your client and restart after about 20 seconds. Heal the Yanma at a pokecenter and level-up again, it should evolve after doing so.
Try to re-download PRO, from what I know there should be a fix for the customization bug in the newest version and maybe it fixes your other problem as well.
You cant just ride any pokemon you have. You need mounts for that which you can get from the Coin Shop (accessed via the orange-bag icon on the top right of your screen) or the PvE/PvP Coin Masters.
You are also able to get mounts as rare boss or event rewards.
There is a quest for a free Arcanine quest as well which you can read more about here: https://prowiki.info/index.php?title=Arcanine_Mount_(quest)
You need to get HM Cut on the SS Anne first and teach it to a pokemon to able to use it. Help Bill in his house on route 25 to get the ticket for the SS Anne.
For headbutt you need to have 150+ happiness on the pokemon to use it outside of battle. You can check your pokemons happiness with /happy 1-6 (number depending on the partyslot you want to check). Just use the command in any ingame-chat.