lichess.org/training/208191st move HAS to be Qg6.
Why is Kf7+ and then Qg6 any different and counted as an error ?
Try to play your line against Stockfish lvl 8.
Or even better, try to find yourself first, move pieces, see how black can refute.
Your horse won't be protected. After he moves his king, he is attacking your horse with the king and the rook. You will have to move it and you will lose the forced mate