Putting aside melee attack, missile attack, or the cavalry charge bonus, which cavalry units have the greatest amount of defense and in particular armor? Usually the units with the most armor have the greatest amount of defense, but other factors like defense skill and the quality/size of their shield are taken into account. As the Romans, you get great heavy infantry in all three eras, Camillan, Polybian, and especially the Marian period (with generally larger Latin-Roman legionary units than previous ones). However, the heaviest cavalry units of other factions are not available, only the mid-tier ones. From what I've seen the heaviest cavalry available to the Romans are the Scythian nobles, with 7 armor points, just one point above the maxed out, fully armored and reformed Celtic Donnoi Eporedoi and elite Boii cavalry (also available as recruits for the Romans).
Obviously the Hellenistic factions have the Kataphractoi unit. Even Koinon Hellenon can recruit it in the Near East, despite being shut off from most other elite units belonging to other Hellenistic factions. Obviously the heaviest units available to the Scythians, Saka, Armenians/Hayasdan, and Parthians are their own unique cataphracts and bodyguards. I'm assuming the armored Indian elephant is the most armored mounted unit for the Taksashila faction, but I don't think any of their regular cavalry is that heavy from what I've seen. The Carthaginians obviously have their own elite cavalry, but the Sabaeans and Nabataeans are just nothing but light and mid-range cavalry, right? The Getai have a decent field of heavy cavalry options with the heavy-hitting Tarabostes and the javelin-wielding Thracian noble cavalry (the latter of which have 5 armor points, the same as Equites Auxilium for the Romans).
Would someone like to compile a list of what they know? I guess this can all be gleaned from the export_descr_unit file, but it's rather tedious to go through it all. EDIT: Just for fun, here are some delicious Hellenistic kataphractoi: