Lone Rider's last ability triggers even if it wasn't on the battlefield when you gained the life this turn.

Lone Rider's ability checks how much life you've gained during the turn, not what your life total is compared to what it was when the turn began. For example, if you gained 4 life and then lost 7 life this turn, it still triggers.

You must have gained life before your end step begins. Lone Rider's last ability won't trigger if you haven't, even if an ability triggering at the same time will cause you to gain life.

In a Two-Headed Giant game, events that cause a player to gain life affect each player separately, even though the result affects the team's life total. For example, if your teammate's creatures with lifelink dealt 5 damage, your teammate gained life, not you, and Lone Rider's last ability won't trigger.